+69.1%
OTIS vs BTI
+198.8%
-129.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -6.0% | -1.1% | -4.9% | -5.7% |
| 3M | -0.9% | -8.8% | +7.9% | +1.7% |
| 6M | -17.3% | -4.0% | -13.4% | -16.7% |
| YTD | -19.6% | +0.4% | -19.9% | -20.2% |
| 1Y | -21.0% | +1.9% | -23.0% | -22.1% |
| 3Y | -12.1% | +108.5% | -120.6% | -32.2% |
| 5Y | -17.1% | +118.5% | -135.6% | -38.4% |
| All | +69.1% | +198.8% | -129.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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