-12.1%
OTIS vs BNS
+130.5%
-142.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | -6.0% | +3.5% | -9.5% | -7.1% |
| 3M | -0.9% | +14.1% | -14.9% | -5.8% |
| 6M | -17.3% | +33.8% | -51.1% | -26.1% |
| YTD | -19.6% | +29.5% | -49.0% | -27.3% |
| 1Y | -21.0% | +48.4% | -69.4% | -32.5% |
| 3Y | -12.1% | +129.6% | -141.7% | -38.2% |
| All | -12.1% | +130.5% | -142.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling