+1,345.4%
FLEX vs OTIS
+114.5%
+1,230.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.1% |
| 7D | +2.2% | -2.9% | +5.1% | +3.4% |
| 30D | -32.6% | +16.1% | -48.7% | -37.4% |
| 3M | -35.5% | +6.7% | -42.2% | -38.0% |
| 6M | -45.6% | +6.0% | -51.6% | -47.8% |
| YTD | +30.7% | -9.8% | +40.5% | +34.1% |
| 1Y | +28.4% | -12.3% | +40.7% | +33.5% |
| 3Y | +301.7% | -0.2% | +301.9% | +274.5% |
| 5Y | +473.3% | +1.0% | +472.3% | +423.7% |
| All | +1,345.4% | +114.5% | +1,230.9% | +929.7% |
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 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