+71.4%
OTIS vs BLDR
+496.0%
-424.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.7% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -4.7% | -16.2% | +11.5% | -1.5% |
| 3M | +1.2% | -14.4% | +15.6% | +3.7% |
| 6M | -20.5% | -32.8% | +12.3% | -15.0% |
| YTD | -18.4% | -39.2% | +20.7% | -11.5% |
| 1Y | -18.1% | -57.7% | +39.6% | -4.9% |
| 3Y | -10.6% | -55.3% | +44.7% | -1.3% |
| 5Y | -16.1% | +15.6% | -31.7% | -26.3% |
| All | +71.4% | +496.0% | -424.6% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling