-80.9%
FIG vs OTIS
-17.2%
-63.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -14.5% | -2.2% | -12.3% | -14.0% |
| 30D | -13.3% | -4.3% | -9.0% | -12.7% |
| 3M | +7.4% | -2.2% | +9.6% | +7.4% |
| 6M | -27.8% | -19.9% | -7.9% | -20.7% |
| YTD | -41.1% | -19.3% | -21.8% | -36.2% |
| 1Y | -58.7% | -19.6% | -39.2% | -55.1% |
| All | -80.9% | -17.2% | -63.7% | -79.2% |
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