+66.1%
OTIS vs BLDR
+461.6%
-395.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.3% |
| 7D | -5.0% | -8.1% | +3.1% | -3.5% |
| 30D | -6.5% | -21.5% | +15.0% | -2.1% |
| 3M | -2.0% | -21.0% | +19.0% | +2.0% |
| 6M | -20.2% | -37.1% | +16.9% | -13.5% |
| YTD | -21.0% | -42.7% | +21.7% | -13.2% |
| 1Y | -20.9% | -58.0% | +37.1% | -8.0% |
| 3Y | -13.3% | -57.8% | +44.5% | -3.2% |
| 5Y | -18.5% | +10.3% | -28.8% | -27.8% |
| All | +66.1% | +461.6% | -395.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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