+128.1%
FIX vs OTIS
-18.7%
+146.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.1% |
| 7D | +3.5% | -2.2% | +5.7% | +3.3% |
| 30D | -3.5% | -4.3% | +0.8% | -3.8% |
| 3M | -11.8% | -2.2% | -9.6% | -12.1% |
| 6M | +17.8% | -19.9% | +37.7% | +14.5% |
| YTD | +73.3% | -19.3% | +92.6% | +68.9% |
| 1Y | +128.1% | -19.6% | +147.7% | +116.9% |
| All | +128.1% | -18.7% | +146.8% | +116.9% |
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