+14.4%
FIX vs OTIS
-9.8%
+24.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.9% | -18.9% | -13.5% |
| 7D | -18.9% | +9.5% | -28.4% | -16.1% |
| 30D | -36.3% | +21.1% | -57.4% | -33.0% |
| 3M | -38.5% | +9.0% | -47.5% | -36.1% |
| 6M | -42.3% | +6.4% | -48.7% | -39.9% |
| YTD | +17.1% | -7.1% | +24.2% | +17.8% |
| 1Y | +14.4% | -10.1% | +24.5% | +14.4% |
| All | +14.4% | -9.8% | +24.2% | +14.4% |
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