+66.1%
OTIS vs BR
+88.5%
-22.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -5.0% | -6.0% | +0.9% | -2.4% |
| 30D | -6.5% | -0.9% | -5.6% | -6.3% |
| 3M | -2.0% | +16.4% | -18.3% | -9.1% |
| 6M | -20.2% | -8.2% | -12.0% | -17.6% |
| YTD | -21.0% | -23.2% | +2.2% | -11.3% |
| 1Y | -20.9% | -30.9% | +10.1% | -6.4% |
| 3Y | -13.3% | -5.0% | -8.3% | -14.3% |
| 5Y | -18.5% | +8.8% | -27.3% | -26.8% |
| All | +66.1% | +88.5% | -22.3% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling