+37.4%
FAST vs OTIS
-12.7%
+50.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +4.3% | -2.9% | +7.2% | +5.4% |
| 30D | +8.3% | +16.1% | -7.8% | +2.0% |
| 3M | +6.5% | +6.7% | -0.3% | +3.8% |
| 6M | +29.5% | +6.0% | +23.5% | +26.5% |
| YTD | +41.3% | -9.8% | +51.0% | +46.1% |
| 1Y | +37.4% | -12.3% | +49.7% | +43.9% |
| All | +37.4% | -12.7% | +50.1% | +43.9% |
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