+71.4%
OTIS vs BTI
+198.3%
-126.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -4.7% | -7.0% | +2.3% | -2.7% |
| 3M | +1.2% | -6.3% | +7.5% | +3.0% |
| 6M | -20.5% | -2.0% | -18.6% | -20.4% |
| YTD | -18.4% | +0.2% | -18.6% | -19.0% |
| 1Y | -18.1% | +3.8% | -21.9% | -19.7% |
| 3Y | -10.6% | +112.1% | -122.6% | -31.5% |
| 5Y | -16.1% | +113.6% | -129.7% | -37.1% |
| All | +71.4% | +198.3% | -126.9% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling