+438.0%
FITB vs OTIS
+93.9%
+344.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.3% |
| 7D | +2.8% | -0.8% | +3.6% | +3.3% |
| 30D | -4.5% | -4.7% | +0.2% | -1.9% |
| 3M | +5.7% | +1.2% | +4.4% | +4.4% |
| 6M | +17.1% | -20.5% | +37.6% | +33.2% |
| YTD | +18.3% | -18.4% | +36.8% | +32.2% |
| 1Y | +23.9% | -18.1% | +42.0% | +37.8% |
| 3Y | +131.1% | -10.6% | +141.7% | +135.3% |
| 5Y | +71.1% | -16.1% | +87.2% | +78.1% |
| All | +438.0% | +93.9% | +344.0% | +286.2% |
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