+195.7%
FICO vs OTIS
+118.0%
+77.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +2.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | +8.4% | +19.4% | -11.0% | -1.2% |
| 3M | -30.5% | +7.1% | -37.6% | -33.0% |
| 6M | -35.7% | +6.6% | -42.3% | -37.8% |
| YTD | -57.2% | -8.3% | -48.9% | -55.5% |
| 1Y | -58.4% | -11.6% | -46.8% | -56.0% |
| 3Y | -24.8% | +3.1% | -27.9% | -28.6% |
| 5Y | +79.3% | +2.5% | +76.8% | +67.6% |
| All | +195.7% | +118.0% | +77.6% | +111.9% |
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 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