-16.5%
OTIS vs BLDR
+10.9%
-27.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.3% |
| 7D | -3.0% | -8.2% | +5.3% | -1.3% |
| 30D | -6.0% | -16.6% | +10.6% | -2.6% |
| 3M | -0.9% | -23.2% | +22.3% | +3.9% |
| 6M | -17.3% | -33.7% | +16.4% | -11.1% |
| YTD | -19.6% | -41.3% | +21.8% | -11.8% |
| 1Y | -21.0% | -58.8% | +37.8% | -7.1% |
| 3Y | -12.1% | -57.5% | +45.4% | -2.2% |
| All | -16.5% | +10.9% | -27.4% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling