-12.1%
OTIS vs BR
-5.3%
-6.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -3.0% | -3.0% | 0.0% | -2.0% |
| 30D | -6.0% | -0.3% | -5.7% | -6.0% |
| 3M | -0.9% | +17.3% | -18.2% | -6.5% |
| 6M | -17.3% | -6.7% | -10.6% | -15.3% |
| YTD | -19.6% | -23.4% | +3.9% | -10.8% |
| 1Y | -21.0% | -32.7% | +11.6% | -7.2% |
| 3Y | -12.1% | -5.9% | -6.2% | -13.1% |
| All | -12.1% | -5.3% | -6.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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