-54.3%
FIS vs OTIS
+97.1%
-151.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -2.2% | -2.0% | -0.2% | -1.5% |
| 3M | +2.1% | +2.6% | -0.4% | +1.1% |
| 6M | -14.7% | -20.9% | +6.3% | -6.4% |
| YTD | -35.7% | -17.1% | -18.6% | -30.9% |
| 1Y | -37.1% | -15.9% | -21.2% | -32.9% |
| 3Y | -20.0% | -12.7% | -7.3% | -17.3% |
| 5Y | -62.1% | -15.7% | -46.4% | -61.7% |
| All | -54.3% | +97.1% | -151.4% | -60.7% |
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