+69.1%
OTIS vs BB
+149.0%
-79.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -6.0% | -12.5% | +6.5% | -5.3% |
| 3M | -0.9% | -17.4% | +16.6% | -0.3% |
| 6M | -17.3% | +119.1% | -136.5% | -23.3% |
| YTD | -19.6% | +102.4% | -121.9% | -24.9% |
| 1Y | -21.0% | +98.2% | -119.2% | -26.4% |
| 3Y | -12.1% | +46.9% | -59.0% | -18.4% |
| 5Y | -17.1% | -26.4% | +9.3% | -21.8% |
| All | +69.1% | +149.0% | -79.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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