-30.8%
OTIS vs BIYA
-99.8%
+68.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -5.0% | -1.3% | -3.7% | -5.0% |
| 30D | -6.5% | -15.9% | +9.4% | -6.5% |
| 3M | -2.0% | -81.2% | +79.3% | -1.9% |
| 6M | -20.2% | -88.2% | +68.1% | -20.1% |
| YTD | -21.0% | -94.1% | +73.2% | -20.9% |
| 1Y | -20.9% | -98.7% | +77.8% | -21.3% |
| All | -30.8% | -99.8% | +68.9% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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