+440.0%
FITB vs OTIS
+91.3%
+348.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.5% |
| 7D | -0.3% | -3.0% | +2.7% | +1.4% |
| 30D | -5.7% | -6.0% | +0.3% | -2.4% |
| 3M | +3.2% | -0.9% | +4.0% | +3.2% |
| 6M | +23.4% | -17.3% | +40.7% | +37.0% |
| YTD | +18.8% | -19.6% | +38.4% | +33.8% |
| 1Y | +25.0% | -21.0% | +46.0% | +42.1% |
| 3Y | +131.2% | -12.1% | +143.3% | +137.7% |
| 5Y | +70.7% | -17.1% | +87.8% | +78.8% |
| All | +440.0% | +91.3% | +348.8% | +290.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling