+42.9%
FANG vs OTIS
-14.9%
+57.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.9% |
| 7D | +0.8% | -0.7% | +1.5% | +0.7% |
| 30D | +7.6% | -2.0% | +9.6% | +7.3% |
| 3M | -1.3% | +2.6% | -3.9% | -1.1% |
| 6M | +14.7% | -20.9% | +35.6% | +19.4% |
| YTD | +34.8% | -17.1% | +51.9% | +38.1% |
| 1Y | +42.9% | -15.9% | +58.8% | +53.6% |
| All | +42.9% | -14.9% | +57.8% | +53.6% |
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