+261.6%
FAST vs OTIS
+97.1%
+164.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -0.4% | -0.7% | +0.4% | 0.0% |
| 30D | -0.8% | -2.0% | +1.2% | +0.1% |
| 3M | +5.8% | +2.6% | +3.2% | +4.4% |
| 6M | +8.0% | -20.9% | +28.9% | +19.7% |
| YTD | +25.6% | -17.1% | +42.7% | +36.1% |
| 1Y | +0.8% | -15.9% | +16.7% | +8.3% |
| 3Y | +86.1% | -12.7% | +98.8% | +93.8% |
| 5Y | +100.2% | -15.7% | +115.9% | +106.2% |
| All | +261.6% | +97.1% | +164.5% | +199.6% |
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 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