+90.7%
OTIS vs BEN
+158.3%
-67.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.3% | +6.8% | -8.1% | -3.3% |
| 30D | +12.8% | +18.0% | -5.2% | +7.0% |
| 3M | +7.4% | +7.5% | -0.1% | +4.6% |
| 6M | +7.7% | +14.7% | -7.0% | +2.5% |
| YTD | -9.3% | +56.1% | -65.4% | -22.1% |
| 1Y | -12.1% | +69.6% | -81.7% | -26.6% |
| 3Y | +0.6% | +87.7% | -87.0% | -21.3% |
| 5Y | -1.1% | +28.6% | -29.7% | -14.4% |
| All | +90.7% | +158.3% | -67.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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