+69.1%
OTIS vs BG
+391.8%
-322.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | -3.0% | +3.1% | -6.1% | -3.6% |
| 30D | -6.0% | +10.2% | -16.2% | -7.9% |
| 3M | -0.9% | -1.7% | +0.8% | -0.9% |
| 6M | -17.3% | +1.0% | -18.3% | -18.1% |
| YTD | -19.6% | +39.9% | -59.5% | -26.2% |
| 1Y | -21.0% | +53.2% | -74.2% | -29.3% |
| 3Y | -12.1% | +16.3% | -28.4% | -17.0% |
| 5Y | -17.1% | +83.9% | -100.9% | -33.6% |
| All | +69.1% | +391.8% | -322.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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