+76.9%
FICO vs OTIS
+4.5%
+72.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -0.9% | +4.2% | -5.2% | -3.5% |
| 30D | +3.3% | +20.1% | -16.8% | -7.2% |
| 3M | -31.7% | +7.6% | -39.3% | -34.7% |
| 6M | -34.0% | +4.2% | -38.2% | -35.7% |
| YTD | -58.3% | -8.1% | -50.2% | -56.6% |
| 1Y | -57.9% | -11.5% | -46.4% | -55.3% |
| 3Y | -24.1% | +3.8% | -27.9% | -31.0% |
| All | +76.9% | +4.5% | +72.5% | +51.3% |
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