-18.5%
OTIS vs BTI
+116.2%
-134.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | -5.0% | -2.0% | -3.0% | -4.5% |
| 30D | -6.5% | -3.4% | -3.1% | -5.7% |
| 3M | -2.0% | -9.0% | +7.0% | +0.3% |
| 6M | -20.2% | -5.0% | -15.2% | -19.4% |
| YTD | -21.0% | -0.3% | -20.6% | -21.3% |
| 1Y | -20.9% | +3.1% | -24.0% | -21.9% |
| 3Y | -13.3% | +111.0% | -124.3% | -30.5% |
| 5Y | -18.5% | +117.0% | -135.6% | -37.7% |
| All | -18.5% | +116.2% | -134.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling