-11.8%
OTIS vs BBWI
-47.8%
+36.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | -0.4% |
| 7D | -2.2% | -4.4% | +2.3% | -1.7% |
| 30D | -4.3% | -7.4% | +3.1% | -3.7% |
| 3M | -2.2% | -2.2% | +0.1% | -2.2% |
| 6M | -19.9% | -16.3% | -3.6% | -18.9% |
| YTD | -19.3% | -9.1% | -10.2% | -19.2% |
| 1Y | -19.6% | -34.5% | +15.0% | -16.7% |
| All | -11.8% | -47.8% | +36.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling