+0.6%
OTIS vs BROS
+30.6%
-30.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.7% |
| 7D | -1.3% | +6.3% | -7.6% | -1.6% |
| 30D | +12.8% | -8.3% | +21.1% | +13.1% |
| 3M | +7.4% | -29.8% | +37.2% | +9.2% |
| 6M | +7.7% | -25.8% | +33.5% | +8.7% |
| YTD | -9.3% | -41.4% | +32.1% | -7.5% |
| 1Y | -12.1% | -35.2% | +23.1% | -11.0% |
| 3Y | +0.6% | +32.8% | -32.1% | -4.1% |
| All | +0.6% | +30.6% | -30.0% | -4.1% |
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