-20.9%
OTIS vs BAH
-24.1%
+3.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.8% | -6.9% | -2.5% |
| 7D | -5.0% | +2.4% | -7.5% | -5.2% |
| 30D | -6.5% | -2.9% | -3.5% | -6.2% |
| 3M | -2.0% | -1.3% | -0.6% | -2.2% |
| 6M | -20.2% | -0.9% | -19.3% | -20.6% |
| YTD | -21.0% | -8.2% | -12.7% | -21.1% |
| 1Y | -20.9% | -24.0% | +3.1% | -19.1% |
| All | -20.9% | -24.1% | +3.2% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling