+25.3%
F vs OTIS
-17.7%
+43.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.7% |
| 7D | +1.2% | -0.8% | +1.9% | +1.4% |
| 30D | +1.2% | -4.7% | +6.0% | +2.7% |
| 3M | -5.7% | +1.2% | -6.9% | -6.3% |
| 6M | +17.9% | -20.5% | +38.5% | +26.9% |
| YTD | +10.4% | -18.4% | +28.9% | +17.3% |
| 1Y | +25.3% | -18.1% | +43.4% | +29.8% |
| All | +25.3% | -17.7% | +43.0% | +29.8% |
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