+84.4%
FICO vs OTIS
-0.9%
+85.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | -0.2% |
| 7D | +2.2% | -1.3% | +3.5% | +3.0% |
| 30D | +0.1% | +12.8% | -12.7% | -6.9% |
| 3M | -35.2% | +7.4% | -42.5% | -37.9% |
| 6M | -32.4% | +7.7% | -40.1% | -35.4% |
| YTD | -57.4% | -9.3% | -48.1% | -55.3% |
| 1Y | -58.5% | -12.1% | -46.4% | -55.7% |
| 3Y | -28.9% | +0.6% | -29.5% | -34.1% |
| All | +84.4% | -0.9% | +85.3% | +60.0% |
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