+68.8%
FDX vs OTIS
-13.2%
+82.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | +3.8% | -2.0% | +5.8% | +4.7% |
| 3M | -1.3% | +2.6% | -3.9% | -2.8% |
| 6M | +5.0% | -20.9% | +25.9% | +17.4% |
| YTD | +39.6% | -17.1% | +56.8% | +52.2% |
| 1Y | +81.1% | -15.9% | +97.0% | +95.7% |
| 3Y | +63.0% | -12.7% | +75.8% | +66.6% |
| All | +68.8% | -13.2% | +82.0% | +51.0% |
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