+71.4%
OTIS vs BB
+155.5%
-84.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -4.7% | -12.4% | +7.6% | -4.0% |
| 3M | +1.2% | -15.3% | +16.5% | +1.6% |
| 6M | -20.5% | +128.8% | -149.3% | -26.5% |
| YTD | -18.4% | +107.7% | -126.1% | -24.0% |
| 1Y | -18.1% | +103.9% | -122.0% | -23.8% |
| 3Y | -10.6% | +72.6% | -83.1% | -18.1% |
| 5Y | -16.1% | -24.3% | +8.2% | -21.0% |
| All | +71.4% | +155.5% | -84.1% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling