+1,318.8%
FANG vs OTIS
+91.3%
+1,227.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | +2.9% | -3.0% | +5.8% | +4.0% |
| 30D | +2.6% | -6.0% | +8.6% | +4.8% |
| 3M | +7.6% | -0.9% | +8.4% | +7.3% |
| 6M | +17.3% | -17.3% | +34.6% | +24.9% |
| YTD | +38.7% | -19.6% | +58.2% | +49.1% |
| 1Y | +51.6% | -21.0% | +72.7% | +64.2% |
| 3Y | +50.0% | -12.1% | +62.0% | +50.7% |
| 5Y | +237.6% | -17.1% | +254.6% | +242.1% |
| All | +1,318.8% | +91.3% | +1,227.5% | +1,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling