-21.0%
OTIS vs BROS
-32.8%
+11.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | -3.0% | -5.8% | +2.8% | -2.7% |
| 30D | -6.0% | -14.0% | +7.9% | -5.5% |
| 3M | -0.9% | -32.5% | +31.6% | +0.1% |
| 6M | -17.3% | -14.9% | -2.4% | -17.8% |
| YTD | -19.6% | -28.3% | +8.7% | -19.1% |
| 1Y | -21.0% | -34.0% | +13.0% | -22.4% |
| All | -21.0% | -32.8% | +11.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling