+66.1%
OTIS vs BN
+173.9%
-107.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -5.0% | -5.9% | +0.8% | -3.1% |
| 30D | -6.5% | -15.1% | +8.6% | -1.2% |
| 3M | -2.0% | -14.6% | +12.6% | +3.3% |
| 6M | -20.2% | -8.4% | -11.8% | -18.2% |
| YTD | -21.0% | -16.8% | -4.2% | -16.6% |
| 1Y | -20.9% | -14.4% | -6.5% | -17.6% |
| 3Y | -13.3% | +70.1% | -83.4% | -31.5% |
| 5Y | -18.5% | +33.5% | -52.1% | -31.1% |
| All | +66.1% | +173.9% | -107.8% | +9.8% |
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