-16.8%
OTIS vs BN
+33.2%
-50.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -2.2% | -3.0% | +0.8% | -1.1% |
| 30D | -4.3% | -13.0% | +8.7% | +0.3% |
| 3M | -2.2% | -15.2% | +13.1% | +3.4% |
| 6M | -19.9% | -5.9% | -14.0% | -18.6% |
| YTD | -19.3% | -15.8% | -3.6% | -15.1% |
| 1Y | -19.6% | -12.2% | -7.4% | -17.0% |
| 3Y | -11.5% | +72.2% | -83.7% | -32.3% |
| 5Y | -16.8% | +33.2% | -50.0% | -30.6% |
| All | -16.8% | +33.2% | -50.0% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling