+1,962.4%
FLEX vs OTIS
+91.8%
+1,870.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +6.4% | -2.2% | +8.5% | +7.3% |
| 30D | -5.9% | -4.3% | -1.5% | -4.2% |
| 3M | -23.5% | -2.2% | -21.3% | -23.4% |
| 6M | +83.7% | -19.9% | +103.6% | +101.7% |
| YTD | +86.5% | -19.3% | +105.8% | +102.9% |
| 1Y | +100.5% | -19.6% | +120.1% | +118.1% |
| 3Y | +469.8% | -11.5% | +481.4% | +466.1% |
| 5Y | +725.7% | -16.8% | +742.4% | +728.6% |
| All | +1,962.4% | +91.8% | +1,870.6% | +1,457.2% |
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