+122.9%
FIX vs OTIS
-14.9%
+137.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +6.0% | -0.7% | +6.8% | +6.0% |
| 30D | -7.2% | -2.0% | -5.2% | -7.3% |
| 3M | -15.9% | +2.6% | -18.4% | -16.1% |
| 6M | +12.7% | -20.9% | +33.7% | +8.2% |
| YTD | +72.8% | -17.1% | +89.9% | +68.4% |
| 1Y | +122.9% | -15.9% | +138.8% | +112.1% |
| All | +122.9% | -14.9% | +137.8% | +112.1% |
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