+69.1%
OTIS vs BHP
+358.3%
-289.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.0% | -3.6% | +0.7% | -2.1% |
| 30D | -6.0% | -1.2% | -4.8% | -5.9% |
| 3M | -0.9% | +1.2% | -2.1% | -1.6% |
| 6M | -17.3% | +21.4% | -38.7% | -22.0% |
| YTD | -19.6% | +50.4% | -70.0% | -28.6% |
| 1Y | -21.0% | +67.5% | -88.5% | -32.1% |
| 3Y | -12.1% | +72.8% | -84.9% | -26.1% |
| 5Y | -17.1% | +112.6% | -129.7% | -34.8% |
| All | +69.1% | +358.3% | -289.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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