+0.1%
OTIS vs BEN
+86.4%
-86.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -1.8% | +6.8% | -8.6% | -3.2% |
| 30D | +12.1% | +18.0% | -5.8% | +8.3% |
| 3M | +6.8% | +7.5% | -0.7% | +5.0% |
| 6M | +7.1% | +14.7% | -7.6% | +3.7% |
| YTD | -9.8% | +56.1% | -65.9% | -18.8% |
| 1Y | -12.6% | +69.6% | -82.2% | -22.8% |
| 3Y | +0.1% | +87.7% | -87.6% | -14.8% |
| All | +0.1% | +86.4% | -86.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling