+69.6%
OTIS vs BTG
+144.3%
-74.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | -4.3% | +9.5% | -13.8% | -4.9% |
| 3M | -2.2% | +38.5% | -40.7% | -4.4% |
| 6M | -19.9% | +5.6% | -25.6% | -20.6% |
| YTD | -19.3% | +23.9% | -43.3% | -21.2% |
| 1Y | -19.6% | +32.1% | -51.7% | -22.1% |
| 3Y | -11.5% | +103.2% | -114.7% | -18.1% |
| 5Y | -16.8% | +79.7% | -96.5% | -22.7% |
| All | +69.6% | +144.3% | -74.7% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling