+31.0%
F vs OTIS
-14.9%
+45.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +5.3% | -0.7% | +6.1% | +5.6% |
| 30D | +4.6% | -2.0% | +6.6% | +5.2% |
| 3M | -3.7% | +2.6% | -6.2% | -4.8% |
| 6M | +16.8% | -20.9% | +37.7% | +26.0% |
| YTD | +15.3% | -17.1% | +32.4% | +21.8% |
| 1Y | +31.0% | -15.9% | +46.9% | +29.9% |
| All | +31.0% | -14.9% | +45.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling