-19.4%
OTIS vs BTSG
+382.3%
-401.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | -1.7% |
| 7D | -5.0% | -5.8% | +0.8% | -4.7% |
| 30D | -6.5% | 0.0% | -6.5% | -6.5% |
| 3M | -2.0% | -4.5% | +2.5% | -2.0% |
| 6M | -20.2% | +40.0% | -60.2% | -22.0% |
| YTD | -21.0% | +54.6% | -75.5% | -23.3% |
| 1Y | -20.9% | +106.1% | -127.0% | -24.7% |
| All | -19.4% | +382.3% | -401.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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