-2.3%
FERG vs OTIS
-14.9%
+12.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -10.2% | -2.0% | -8.2% | -9.5% |
| 3M | -0.6% | +2.6% | -3.1% | -1.9% |
| 6M | -6.5% | -20.9% | +14.4% | +1.2% |
| YTD | +4.2% | -17.1% | +21.3% | +10.8% |
| 1Y | -2.3% | -15.9% | +13.6% | +4.8% |
| All | -2.3% | -14.9% | +12.7% | +4.8% |
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