+90.7%
OTIS vs BAH
+41.7%
+49.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | +12.8% | +20.8% | -8.0% | +9.1% |
| 3M | +7.4% | +11.6% | -4.2% | +5.1% |
| 6M | +7.7% | +23.1% | -15.4% | +3.1% |
| YTD | -9.3% | +5.3% | -14.5% | -11.3% |
| 1Y | -12.1% | +6.1% | -18.2% | -14.4% |
| 3Y | +0.6% | -27.5% | +28.1% | +2.3% |
| 5Y | -1.1% | +6.2% | -7.3% | -11.4% |
| All | +90.7% | +41.7% | +49.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling