+74.2%
OTIS vs BWA
+344.8%
-270.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.0% |
| 7D | -0.7% | +5.7% | -6.4% | -1.9% |
| 30D | -2.0% | +1.4% | -3.4% | -2.5% |
| 3M | +2.6% | -12.1% | +14.7% | +5.0% |
| 6M | -20.9% | +28.6% | -49.5% | -26.3% |
| YTD | -17.1% | +51.1% | -68.2% | -26.6% |
| 1Y | -15.9% | +55.9% | -71.8% | -26.3% |
| 3Y | -12.7% | +70.1% | -82.9% | -26.9% |
| 5Y | -15.7% | +90.7% | -106.4% | -33.1% |
| All | +74.2% | +344.8% | -270.5% | +20.0% |
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