+2,105.4%
FIX vs OTIS
-15.5%
+2,120.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -0.7% | +6.8% | +6.4% |
| 30D | -7.2% | -2.0% | -5.2% | -6.4% |
| 3M | -15.9% | +2.6% | -18.4% | -17.8% |
| 6M | +12.7% | -20.9% | +33.7% | +27.7% |
| YTD | +72.8% | -17.1% | +89.9% | +88.7% |
| 1Y | +122.9% | -15.9% | +138.8% | +140.0% |
| 3Y | +774.3% | -12.7% | +787.1% | +767.2% |
| All | +2,105.4% | -15.5% | +2,120.9% | +1,967.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling