+281.3%
FICO vs OTIS
+93.9%
+187.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | -15.4% | -0.8% | -14.7% | -15.1% |
| 30D | -10.4% | -4.7% | -5.6% | -8.2% |
| 3M | -22.7% | +1.2% | -23.9% | -23.0% |
| 6M | -36.8% | -20.5% | -16.2% | -29.2% |
| YTD | -44.8% | -18.4% | -26.3% | -39.0% |
| 1Y | -39.3% | -18.1% | -21.2% | -33.3% |
| 3Y | +3.7% | -10.6% | +14.3% | +6.0% |
| 5Y | +101.7% | -16.1% | +117.8% | +106.8% |
| All | +281.3% | +93.9% | +187.4% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling