+105.3%
FAST vs OTIS
+4.5%
+100.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.5% |
| 7D | +2.1% | +4.2% | -2.2% | -0.2% |
| 30D | +6.9% | +20.1% | -13.2% | -3.2% |
| 3M | +4.8% | +7.6% | -2.8% | +0.5% |
| 6M | +19.8% | +4.2% | +15.6% | +16.6% |
| YTD | +34.9% | -8.1% | +43.0% | +40.1% |
| 1Y | +32.8% | -11.5% | +44.3% | +40.8% |
| 3Y | +93.7% | +3.8% | +89.9% | +79.7% |
| All | +105.3% | +4.5% | +100.8% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling