-39.3%
FICO vs OTIS
-17.7%
-21.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | -15.4% | -0.8% | -14.7% | -15.0% |
| 30D | -10.4% | -4.7% | -5.6% | -8.1% |
| 3M | -22.7% | +1.2% | -23.9% | -22.8% |
| 6M | -36.8% | -20.5% | -16.2% | -29.6% |
| YTD | -44.8% | -18.4% | -26.3% | -38.3% |
| 1Y | -39.3% | -18.1% | -21.2% | -33.8% |
| All | -39.3% | -17.7% | -21.7% | -33.8% |
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