-79.9%
FIG vs OTIS
-17.5%
-62.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.4% |
| 7D | -3.8% | -3.0% | -0.9% | -3.2% |
| 30D | -2.3% | -6.0% | +3.7% | -1.2% |
| 3M | +20.0% | -0.9% | +20.8% | +19.5% |
| 6M | -16.7% | -17.3% | +0.7% | -10.0% |
| YTD | -37.9% | -19.6% | -18.4% | -32.7% |
| 1Y | -58.5% | -21.0% | -37.5% | -54.4% |
| All | -79.9% | -17.5% | -62.4% | -78.0% |
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 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