-67.4%
FIS vs OTIS
+115.8%
-183.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.7% |
| 7D | +2.8% | -1.3% | +4.1% | +3.4% |
| 30D | -16.7% | +12.8% | -29.5% | -21.1% |
| 3M | -32.3% | +7.4% | -39.7% | -34.6% |
| 6M | -29.1% | +7.7% | -36.8% | -31.6% |
| YTD | -54.1% | -9.3% | -44.9% | -52.7% |
| 1Y | -53.7% | -12.1% | -41.6% | -51.7% |
| 3Y | -38.8% | +0.6% | -39.5% | -40.7% |
| 5Y | -71.1% | -1.1% | -70.0% | -72.4% |
| All | -67.4% | +115.8% | -183.2% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling