-10.1%
OTIS vs BBWI
+2.4%
-12.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.2% | +3.3% |
| 7D | +9.5% | +8.8% | +0.7% | +8.4% |
| 30D | +21.1% | +34.8% | -13.7% | +16.9% |
| 3M | +9.0% | +12.9% | -3.9% | +6.7% |
| 6M | +6.4% | +29.6% | -23.2% | +2.8% |
| YTD | -7.1% | +20.8% | -27.9% | -9.6% |
| 1Y | -10.1% | +4.1% | -14.2% | -12.6% |
| All | -10.1% | +2.4% | -12.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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