+0.6%
OTIS vs BUD
+51.6%
-51.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +1.7% | +6.0% | -4.3% | 0.0% |
| 30D | +18.5% | +11.3% | +7.2% | +14.9% |
| 3M | +7.9% | +3.6% | +4.3% | +6.6% |
| 6M | +5.7% | +7.7% | -2.0% | +3.1% |
| YTD | -9.1% | +36.4% | -45.4% | -17.2% |
| 1Y | -11.6% | +37.8% | -49.4% | -19.7% |
| 3Y | +0.6% | +51.2% | -50.7% | -13.9% |
| All | +0.6% | +51.6% | -51.1% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling