+69.1%
OTIS vs BTG
+138.1%
-69.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | -3.0% | -3.8% | +0.8% | -2.7% |
| 30D | -6.0% | +3.6% | -9.7% | -6.3% |
| 3M | -0.9% | +32.0% | -32.9% | -2.8% |
| 6M | -17.3% | +3.4% | -20.7% | -17.9% |
| YTD | -19.6% | +20.8% | -40.3% | -21.3% |
| 1Y | -21.0% | +22.4% | -43.4% | -23.1% |
| 3Y | -12.1% | +91.7% | -103.8% | -18.3% |
| 5Y | -17.1% | +79.0% | -96.1% | -22.8% |
| All | +69.1% | +138.1% | -69.0% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling