+67.7%
FERG vs OTIS
-17.8%
+85.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.3% |
| 7D | -2.6% | -3.0% | +0.4% | -0.9% |
| 30D | -8.9% | -6.0% | -2.9% | -5.7% |
| 3M | -2.0% | -0.9% | -1.2% | -1.9% |
| 6M | -3.2% | -17.3% | +14.1% | +7.3% |
| YTD | +1.5% | -19.6% | +21.1% | +13.9% |
| 1Y | +0.5% | -21.0% | +21.5% | +13.8% |
| 3Y | +50.4% | -12.1% | +62.5% | +54.0% |
| All | +67.7% | -17.8% | +85.5% | +70.9% |
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