-10.1%
OTIS vs BUD
+38.4%
-48.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.8% |
| 7D | +9.5% | +3.3% | +6.2% | +8.3% |
| 30D | +21.1% | +11.8% | +9.3% | +17.0% |
| 3M | +9.0% | -1.1% | +10.1% | +8.9% |
| 6M | +6.4% | +14.9% | -8.5% | +0.8% |
| YTD | -7.1% | +32.6% | -39.7% | -17.3% |
| 1Y | -10.1% | +37.2% | -47.3% | -20.8% |
| All | -10.1% | +38.4% | -48.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling