-16.8%
OTIS vs BAH
-3.7%
-13.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.2% | -1.3% | -0.8% | -2.0% |
| 30D | -4.3% | -6.6% | +2.3% | -3.4% |
| 3M | -2.2% | -7.2% | +5.0% | -1.4% |
| 6M | -19.9% | -10.0% | -9.9% | -19.1% |
| YTD | -19.3% | -12.5% | -6.9% | -18.5% |
| 1Y | -19.6% | -27.9% | +8.3% | -16.3% |
| 3Y | -11.5% | -31.4% | +19.9% | -11.6% |
| 5Y | -16.8% | -3.2% | -13.5% | -26.6% |
| All | -16.8% | -3.7% | -13.1% | -26.6% |
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