+69.6%
OTIS vs BG
+396.2%
-326.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -4.3% | +10.3% | -14.6% | -6.3% |
| 3M | -2.2% | -1.9% | -0.3% | -2.2% |
| 6M | -19.9% | +5.2% | -25.2% | -21.4% |
| YTD | -19.3% | +41.2% | -60.5% | -26.1% |
| 1Y | -19.6% | +50.5% | -70.1% | -27.7% |
| 3Y | -11.5% | +19.9% | -31.4% | -17.1% |
| 5Y | -16.8% | +86.7% | -103.5% | -33.6% |
| All | +69.6% | +396.2% | -326.6% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling