+66.1%
OTIS vs BNS
+281.1%
-215.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.1% |
| 30D | -6.5% | +4.5% | -11.0% | -8.4% |
| 3M | -2.0% | +14.9% | -16.8% | -8.2% |
| 6M | -20.2% | +32.5% | -52.7% | -29.9% |
| YTD | -21.0% | +28.6% | -49.6% | -29.8% |
| 1Y | -20.9% | +48.4% | -69.2% | -34.2% |
| 3Y | -13.3% | +130.8% | -144.1% | -41.8% |
| 5Y | -18.5% | +94.8% | -113.3% | -41.1% |
| All | +66.1% | +281.1% | -215.0% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling