+68.4%
FITB vs OTIS
-17.1%
+85.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | -0.4% | -2.2% | +1.8% | +0.9% |
| 30D | -5.1% | -4.3% | -0.8% | -2.8% |
| 3M | +3.5% | -2.2% | +5.7% | +4.4% |
| 6M | +17.2% | -19.9% | +37.1% | +32.9% |
| YTD | +17.6% | -19.3% | +37.0% | +32.5% |
| 1Y | +23.4% | -19.6% | +42.9% | +38.9% |
| 3Y | +129.7% | -11.5% | +141.3% | +129.6% |
| 5Y | +68.4% | -16.8% | +85.2% | +67.5% |
| All | +68.4% | -17.1% | +85.5% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling