+2.5%
OTIS vs BURL
-12.4%
+14.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.5% | -0.8% |
| 7D | +0.5% | +7.7% | -7.2% | -0.6% |
| 30D | +19.4% | -7.1% | +26.6% | +20.6% |
| 3M | +7.1% | -30.3% | +37.4% | +12.4% |
| 6M | +6.6% | -15.5% | +22.1% | +8.5% |
| YTD | -8.3% | -11.0% | +2.7% | -7.5% |
| 1Y | -11.6% | -8.4% | -3.2% | -11.4% |
| 3Y | +3.1% | +96.7% | -93.5% | -10.9% |
| 5Y | +2.5% | -14.1% | +16.5% | -2.8% |
| All | +2.5% | -12.4% | +14.8% | -2.8% |
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