+90.7%
OTIS vs BWA
+235.1%
-144.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.3% | +4.3% | -5.5% | -2.2% |
| 30D | +12.8% | -13.0% | +25.8% | +15.8% |
| 3M | +7.4% | -24.8% | +32.2% | +13.4% |
| 6M | +7.7% | -23.5% | +31.2% | +12.6% |
| YTD | -9.3% | +13.8% | -23.1% | -15.1% |
| 1Y | -12.1% | +13.4% | -25.5% | -17.8% |
| 3Y | +0.6% | +62.8% | -62.1% | -16.1% |
| 5Y | -1.1% | +28.5% | -29.6% | -15.0% |
| All | +90.7% | +235.1% | -144.4% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling