-6.3%
OTIS vs BROS
+10.5%
-16.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.6% |
| 7D | -1.3% | +6.3% | -7.6% | -1.7% |
| 30D | +12.8% | -8.3% | +21.1% | +13.2% |
| 3M | +7.4% | -29.8% | +37.2% | +9.7% |
| 6M | +7.7% | -25.8% | +33.5% | +9.1% |
| YTD | -9.3% | -41.4% | +32.1% | -6.9% |
| 1Y | -12.1% | -35.2% | +23.1% | -10.5% |
| 3Y | +0.6% | +32.8% | -32.1% | -5.5% |
| 5Y | -1.1% | -42.2% | +41.1% | -6.2% |
| All | -6.3% | +10.5% | -16.7% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling