+3,382.3%
FIX vs OTIS
+118.0%
+3,264.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.5% |
| 7D | -7.2% | +0.5% | -7.8% | -8.0% |
| 30D | -35.1% | +19.4% | -54.6% | -42.2% |
| 3M | -34.3% | +7.1% | -41.4% | -37.8% |
| 6M | -42.9% | +6.6% | -49.5% | -46.2% |
| YTD | +19.5% | -8.3% | +27.8% | +22.2% |
| 1Y | +16.8% | -11.6% | +28.4% | +22.1% |
| 3Y | +506.7% | +3.1% | +503.6% | +446.7% |
| 5Y | +1,046.7% | +2.5% | +1,044.2% | +931.4% |
| All | +3,382.3% | +118.0% | +3,264.2% | +1,935.3% |
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