+3,383.0%
FIX vs OTIS
+114.5%
+3,268.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.6% |
| 7D | +9.4% | -1.8% | +11.3% | +10.5% |
| 30D | -27.8% | +12.1% | -39.9% | -33.2% |
| 3M | -35.6% | +6.8% | -42.3% | -39.0% |
| 6M | -45.2% | +7.1% | -52.3% | -48.6% |
| YTD | +19.5% | -9.8% | +29.3% | +23.3% |
| 1Y | +24.2% | -12.6% | +36.8% | +30.6% |
| 3Y | +494.2% | +0.1% | +494.1% | +445.6% |
| 5Y | +1,036.1% | -1.7% | +1,037.8% | +948.0% |
| All | +3,383.0% | +114.5% | +3,268.5% | +1,953.0% |
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