+3,431.8%
FIX vs OTIS
+113.5%
+3,318.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +17.0% | -3.0% | +20.0% | +18.8% |
| 30D | -30.6% | +14.0% | -44.6% | -36.5% |
| 3M | -35.0% | +4.9% | -40.0% | -37.8% |
| 6M | -44.0% | +5.4% | -49.3% | -46.9% |
| YTD | +21.1% | -10.2% | +31.4% | +25.3% |
| 1Y | +16.3% | -13.4% | +29.6% | +22.9% |
| 3Y | +507.4% | -0.7% | +508.1% | +460.4% |
| 5Y | +1,052.1% | -2.1% | +1,054.2% | +965.3% |
| All | +3,431.8% | +113.5% | +3,318.3% | +1,987.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling