+74.2%
OTIS vs BEN
+146.6%
-72.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.5% |
| 7D | -0.7% | +0.2% | -1.0% | -0.9% |
| 30D | -2.0% | -0.5% | -1.5% | -1.9% |
| 3M | +2.6% | +9.7% | -7.2% | -0.7% |
| 6M | -20.9% | +33.9% | -54.8% | -28.4% |
| YTD | -17.1% | +49.0% | -66.1% | -27.6% |
| 1Y | -15.9% | +42.1% | -58.0% | -25.7% |
| 3Y | -12.7% | +51.9% | -64.6% | -26.4% |
| 5Y | -15.7% | +39.0% | -54.8% | -28.9% |
| All | +74.2% | +146.6% | -72.3% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling