+69.1%
OTIS vs BRO
+89.9%
-20.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -3.0% | -7.3% | +4.4% | -0.1% |
| 30D | -6.0% | -6.9% | +0.8% | -3.5% |
| 3M | -0.9% | +10.7% | -11.5% | -5.1% |
| 6M | -17.3% | -2.7% | -14.6% | -17.1% |
| YTD | -19.6% | -16.3% | -3.2% | -14.6% |
| 1Y | -21.0% | -29.1% | +8.1% | -10.6% |
| 3Y | -12.1% | -7.8% | -4.3% | -12.7% |
| 5Y | -17.1% | +18.7% | -35.8% | -28.3% |
| All | +69.1% | +89.9% | -20.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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