-20.9%
OTIS vs BEN
+43.6%
-64.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -5.0% | +0.3% | -5.4% | -5.1% |
| 30D | -6.5% | +0.9% | -7.4% | -6.7% |
| 3M | -2.0% | +9.2% | -11.1% | -3.9% |
| 6M | -20.2% | +36.8% | -57.0% | -26.3% |
| YTD | -21.0% | +44.4% | -65.4% | -27.2% |
| 1Y | -20.9% | +45.8% | -66.7% | -27.3% |
| All | -20.9% | +43.6% | -64.5% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling