+74.2%
OTIS vs BAH
+18.8%
+55.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.2% |
| 30D | -2.0% | +2.0% | -4.0% | -2.4% |
| 3M | +2.6% | -7.6% | +10.2% | +3.7% |
| 6M | -20.9% | -5.7% | -15.3% | -20.6% |
| YTD | -17.1% | -11.7% | -5.4% | -16.3% |
| 1Y | -15.9% | -27.4% | +11.5% | -12.0% |
| 3Y | -12.7% | -32.5% | +19.8% | -11.1% |
| 5Y | -15.7% | -3.3% | -12.4% | -23.7% |
| All | +74.2% | +18.8% | +55.4% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling