-13.6%
OTIS vs BTDR
+0.6%
-14.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.9% |
| 7D | -5.0% | -3.2% | -1.8% | -5.0% |
| 30D | -6.5% | +32.7% | -39.2% | -7.0% |
| 3M | -2.0% | -28.4% | +26.4% | -1.5% |
| 6M | -20.2% | +51.7% | -71.9% | -21.4% |
| YTD | -21.0% | +2.9% | -23.8% | -21.7% |
| 1Y | -20.9% | -15.5% | -5.4% | -21.7% |
| All | -13.6% | +0.6% | -14.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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