+90.7%
OTIS vs BN
+195.5%
-104.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.6% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | +12.8% | +14.0% | -1.2% | +7.9% |
| 3M | +7.4% | -9.0% | +16.4% | +10.6% |
| 6M | +7.7% | -8.8% | +16.5% | +10.7% |
| YTD | -9.3% | -10.3% | +1.0% | -6.8% |
| 1Y | -12.1% | -5.8% | -6.3% | -11.2% |
| 3Y | +0.6% | +94.8% | -94.1% | -24.1% |
| 5Y | -1.1% | +31.5% | -32.6% | -16.1% |
| All | +90.7% | +195.5% | -104.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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