+52.1%
FDX vs OTIS
-12.7%
+64.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -2.1% | -2.9% | +0.8% | -0.8% |
| 30D | +10.4% | +16.1% | -5.7% | +3.8% |
| 3M | +0.5% | +6.7% | -6.3% | -2.1% |
| 6M | +6.5% | +6.0% | +0.5% | +4.2% |
| YTD | +40.2% | -9.8% | +50.0% | +46.1% |
| 1Y | +52.1% | -12.3% | +64.4% | +61.7% |
| All | +52.1% | -12.7% | +64.8% | +61.7% |
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