+1.8%
OTIS vs BAH
+9.4%
-7.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +18.5% | +18.2% | +0.2% | +15.5% |
| 3M | +7.9% | +13.1% | -5.2% | +5.7% |
| 6M | +5.7% | +15.2% | -9.5% | +2.8% |
| YTD | -9.1% | +6.0% | -15.1% | -10.9% |
| 1Y | -11.6% | +3.1% | -14.7% | -13.1% |
| 3Y | +0.6% | -26.2% | +26.8% | +0.9% |
| All | +1.8% | +9.4% | -7.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling