+285.0%
FDX vs OTIS
+91.8%
+193.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -2.3% | -2.2% | -0.2% | -1.4% |
| 30D | -4.9% | -4.3% | -0.6% | -3.1% |
| 3M | -6.5% | -2.2% | -4.3% | -5.8% |
| 6M | +6.7% | -19.9% | +26.6% | +16.6% |
| YTD | +33.9% | -19.3% | +53.2% | +45.8% |
| 1Y | +72.2% | -19.6% | +91.7% | +87.5% |
| 3Y | +60.2% | -11.5% | +71.8% | +64.8% |
| 5Y | +62.9% | -16.8% | +79.7% | +67.4% |
| All | +285.0% | +91.8% | +193.2% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling