-13.4%
OTIS vs BURL
-11.0%
-2.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -0.7% | -2.8% | +2.1% | -0.4% |
| 30D | -2.0% | -28.2% | +26.2% | +2.7% |
| 3M | +2.6% | -17.6% | +20.2% | +5.3% |
| 6M | -20.9% | -11.8% | -9.1% | -19.8% |
| YTD | -17.1% | -8.1% | -9.0% | -16.6% |
| 1Y | -15.9% | -12.0% | -3.9% | -15.2% |
| 3Y | -12.7% | +63.3% | -76.0% | -22.1% |
| All | -13.4% | -11.0% | -2.5% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling