-38.8%
FIS vs OTIS
+0.6%
-39.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.8% |
| 7D | +2.8% | -1.3% | +4.1% | +3.3% |
| 30D | -16.7% | +12.8% | -29.5% | -20.9% |
| 3M | -32.3% | +7.4% | -39.7% | -34.5% |
| 6M | -29.1% | +7.7% | -36.8% | -31.5% |
| YTD | -54.1% | -9.3% | -44.9% | -53.0% |
| 1Y | -53.7% | -12.1% | -41.6% | -52.0% |
| 3Y | -38.8% | +0.6% | -39.5% | -40.1% |
| All | -38.8% | +0.6% | -39.4% | -40.1% |
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