-66.1%
FIS vs OTIS
-17.1%
-49.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.9% |
| 7D | -9.1% | -2.2% | -6.9% | -8.0% |
| 30D | -10.4% | -4.3% | -6.1% | -8.4% |
| 3M | -3.7% | -2.2% | -1.5% | -2.6% |
| 6M | -24.8% | -19.9% | -4.9% | -16.0% |
| YTD | -41.6% | -19.3% | -22.2% | -35.1% |
| 1Y | -42.7% | -19.6% | -23.2% | -36.5% |
| 3Y | -26.2% | -11.5% | -14.7% | -25.6% |
| 5Y | -66.1% | -16.8% | -49.3% | -67.9% |
| All | -66.1% | -17.1% | -49.0% | -67.9% |
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 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