-23.6%
FIS vs OTIS
-10.9%
-12.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.2% |
| 7D | -3.5% | -0.8% | -2.7% | -3.1% |
| 30D | -7.8% | -4.7% | -3.1% | -6.0% |
| 3M | +0.8% | +1.2% | -0.4% | +0.4% |
| 6M | -21.9% | -20.5% | -1.4% | -14.6% |
| YTD | -39.5% | -18.4% | -21.0% | -34.6% |
| 1Y | -41.0% | -18.1% | -22.9% | -36.5% |
| 3Y | -23.6% | -10.6% | -13.1% | -29.9% |
| All | -23.6% | -10.9% | -12.7% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling