+375.6%
FERG vs OTIS
+93.9%
+281.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +3.4% | -0.8% | +4.1% | +3.7% |
| 30D | -11.5% | -4.7% | -6.8% | -9.6% |
| 3M | +1.3% | +1.2% | 0.0% | +0.5% |
| 6M | -1.0% | -20.5% | +19.6% | +10.0% |
| YTD | +3.2% | -18.4% | +21.7% | +13.1% |
| 1Y | -3.0% | -18.1% | +15.1% | +5.9% |
| 3Y | +55.0% | -10.6% | +65.6% | +60.0% |
| 5Y | +72.6% | -16.1% | +88.7% | +79.3% |
| All | +375.6% | +93.9% | +281.7% | +256.6% |
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