+101.7%
FICO vs OTIS
-15.5%
+117.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -19.2% | -0.7% | -18.4% | -18.8% |
| 30D | -14.6% | -2.0% | -12.6% | -13.7% |
| 3M | -20.1% | +2.6% | -22.7% | -21.1% |
| 6M | -36.3% | -20.9% | -15.4% | -27.7% |
| YTD | -44.9% | -17.1% | -27.8% | -39.0% |
| 1Y | -38.6% | -15.9% | -22.7% | -32.9% |
| 3Y | +4.0% | -12.7% | +16.7% | +5.9% |
| All | +101.7% | -15.5% | +117.2% | +86.9% |
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 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