+62.8%
FDX vs OTIS
-10.9%
+73.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.9% |
| 7D | -3.3% | -0.8% | -2.5% | -3.0% |
| 30D | -1.4% | -4.7% | +3.3% | +0.5% |
| 3M | -4.5% | +1.2% | -5.7% | -5.2% |
| 6M | +9.4% | -20.5% | +29.9% | +19.8% |
| YTD | +36.0% | -18.4% | +54.5% | +47.2% |
| 1Y | +75.5% | -18.1% | +93.6% | +89.3% |
| 3Y | +62.8% | -10.6% | +73.4% | +51.4% |
| All | +62.8% | -10.9% | +73.7% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling