+94.5%
OTIS vs BURL
+112.4%
-17.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | 0.0% |
| 7D | +6.5% | +3.5% | +3.1% | +6.0% |
| 30D | +19.6% | -9.3% | +28.9% | +21.2% |
| 3M | +9.4% | -32.1% | +41.5% | +15.3% |
| 6M | +6.4% | -19.8% | +26.2% | +9.2% |
| YTD | -7.5% | -13.2% | +5.7% | -6.3% |
| 1Y | -11.0% | -7.8% | -3.2% | -10.9% |
| 3Y | +5.2% | +89.3% | -84.2% | -8.0% |
| 5Y | +5.7% | -15.8% | +21.5% | +1.2% |
| All | +94.5% | +112.4% | -17.9% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling