-13.2%
OTIS vs BTDR
+26.7%
-39.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -4.0% | -1.6% |
| 7D | -0.8% | +22.4% | -23.2% | -1.1% |
| 30D | -4.7% | +16.5% | -21.2% | -5.0% |
| 3M | +1.2% | -31.5% | +32.7% | +1.7% |
| 6M | -20.5% | +74.0% | -94.6% | -21.7% |
| YTD | -18.4% | +13.0% | -31.5% | -19.2% |
| 1Y | -18.1% | -0.2% | -17.8% | -19.0% |
| 3Y | -10.6% | +9.9% | -20.4% | -14.5% |
| 5Y | -16.1% | +28.1% | -44.2% | -20.1% |
| All | -13.2% | +26.7% | -39.9% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling