+14.5%
FIX vs OTIS
-11.3%
+25.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.3% |
| 7D | -7.2% | +0.5% | -7.8% | -6.5% |
| 30D | -35.1% | +19.4% | -54.6% | -32.1% |
| 3M | -34.3% | +7.1% | -41.4% | -32.0% |
| 6M | -42.9% | +6.6% | -49.5% | -40.9% |
| YTD | +19.5% | -8.3% | +27.8% | +19.5% |
| All | +14.5% | -11.3% | +25.8% | +13.6% |
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