-16.5%
OTIS vs BTG
+78.0%
-94.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | -3.0% | -3.8% | +0.8% | -2.6% |
| 30D | -6.0% | +3.6% | -9.7% | -6.4% |
| 3M | -0.9% | +32.0% | -32.9% | -3.5% |
| 6M | -17.3% | +3.4% | -20.7% | -18.1% |
| YTD | -19.6% | +20.8% | -40.3% | -22.0% |
| 1Y | -21.0% | +22.4% | -43.4% | -24.1% |
| 3Y | -12.1% | +91.7% | -103.8% | -21.6% |
| All | -16.5% | +78.0% | -94.5% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling