-11.8%
OTIS vs BROS
+62.9%
-74.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | -2.2% | -6.6% | +4.4% | -1.8% |
| 30D | -4.3% | -12.3% | +8.0% | -3.6% |
| 3M | -2.2% | -22.2% | +20.0% | -1.2% |
| 6M | -19.9% | -14.3% | -5.6% | -19.8% |
| YTD | -19.3% | -26.6% | +7.2% | -18.5% |
| 1Y | -19.6% | -31.5% | +11.9% | -18.5% |
| All | -11.8% | +62.9% | -74.7% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling