-21.0%
OTIS vs BB
+104.0%
-125.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.8% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | -6.0% | -12.5% | +6.5% | -6.2% |
| 3M | -0.9% | -17.4% | +16.6% | -1.9% |
| 6M | -17.3% | +119.1% | -136.5% | -22.4% |
| YTD | -19.6% | +102.4% | -121.9% | -24.3% |
| 1Y | -21.0% | +98.2% | -119.2% | -26.0% |
| All | -21.0% | +104.0% | -125.0% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling