-12.1%
OTIS vs BURL
-15.0%
+2.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.4% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | +12.8% | -7.7% | +20.5% | +13.5% |
| 3M | +7.4% | -31.7% | +39.0% | +11.7% |
| 6M | +7.7% | -15.2% | +22.9% | +9.4% |
| YTD | -9.3% | -15.9% | +6.7% | -7.0% |
| 1Y | -12.1% | -14.2% | +2.1% | -10.0% |
| All | -12.1% | -15.0% | +2.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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