-11.8%
OTIS vs BWA
+67.1%
-79.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.3% | -5.6% | +1.2% | -3.7% |
| 3M | -2.2% | -10.7% | +8.5% | -0.8% |
| 6M | -19.9% | +23.2% | -43.1% | -23.2% |
| YTD | -19.3% | +46.0% | -65.3% | -25.8% |
| 1Y | -19.6% | +51.2% | -70.7% | -26.7% |
| All | -11.8% | +67.1% | -79.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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