+299.4%
FDX vs OTIS
+116.3%
+183.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.5% | +1.7% | -1.2% | -0.2% |
| 30D | +9.5% | +18.5% | -8.9% | +2.0% |
| 3M | -1.3% | +7.9% | -9.2% | -4.6% |
| 6M | +5.5% | +5.7% | -0.2% | +2.7% |
| YTD | +38.9% | -9.1% | +47.9% | +43.7% |
| 1Y | +58.8% | -11.6% | +70.4% | +66.2% |
| 3Y | +71.1% | +0.6% | +70.6% | +66.7% |
| 5Y | +76.3% | +1.8% | +74.5% | +68.2% |
| All | +299.4% | +116.3% | +183.1% | +233.5% |
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