+23.7%
FITB vs OTIS
-20.9%
+44.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +1.2% |
| 7D | -1.0% | -5.0% | +4.0% | +1.0% |
| 30D | -5.5% | -6.5% | +1.0% | -3.0% |
| 3M | +4.1% | -2.0% | +6.1% | +4.5% |
| 6M | +18.7% | -20.2% | +38.9% | +29.6% |
| YTD | +18.2% | -21.0% | +39.1% | +29.2% |
| 1Y | +23.7% | -20.9% | +44.5% | +34.5% |
| All | +23.7% | -20.9% | +44.5% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling