-70.8%
FIS vs OTIS
-0.9%
-69.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.6% |
| 7D | +2.8% | -1.3% | +4.1% | +3.5% |
| 30D | -16.7% | +12.8% | -29.5% | -22.2% |
| 3M | -32.3% | +7.4% | -39.7% | -35.1% |
| 6M | -29.1% | +7.7% | -36.8% | -32.3% |
| YTD | -54.1% | -9.3% | -44.9% | -52.4% |
| 1Y | -53.7% | -12.1% | -41.6% | -51.1% |
| 3Y | -38.8% | +0.6% | -39.5% | -43.0% |
| All | -70.8% | -0.9% | -69.9% | -74.8% |
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