-42.4%
FISV vs OTIS
+91.8%
-134.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.3% | -3.9% |
| 7D | -6.4% | -2.2% | -4.2% | -5.5% |
| 30D | -6.8% | -4.3% | -2.5% | -5.0% |
| 3M | -10.0% | -2.2% | -7.8% | -9.2% |
| 6M | -20.6% | -19.9% | -0.7% | -12.8% |
| YTD | -27.6% | -19.3% | -8.2% | -20.7% |
| 1Y | -64.3% | -19.6% | -44.8% | -61.3% |
| 3Y | -60.0% | -11.5% | -48.5% | -58.6% |
| 5Y | -57.7% | -16.8% | -40.9% | -56.2% |
| All | -42.4% | +91.8% | -134.2% | -54.6% |
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