+74.2%
OTIS vs BN
+190.2%
-115.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.7% | -2.5% | +1.7% | +0.1% |
| 30D | -2.0% | -9.5% | +7.5% | +1.3% |
| 3M | +2.6% | -10.4% | +12.9% | +6.3% |
| 6M | -20.9% | -6.4% | -14.6% | -19.6% |
| YTD | -17.1% | -11.9% | -5.2% | -14.2% |
| 1Y | -15.9% | -8.6% | -7.3% | -14.4% |
| 3Y | -12.7% | +77.6% | -90.3% | -32.0% |
| 5Y | -15.7% | +37.0% | -52.8% | -29.4% |
| All | +74.2% | +190.2% | -115.9% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling