+100.5%
FLEX vs OTIS
-18.7%
+119.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | +6.4% | -2.2% | +8.5% | +6.3% |
| 30D | -5.9% | -4.3% | -1.5% | -5.8% |
| 3M | -23.5% | -2.2% | -21.3% | -23.7% |
| 6M | +83.7% | -19.9% | +103.6% | +85.9% |
| YTD | +86.5% | -19.3% | +105.8% | +88.5% |
| 1Y | +100.5% | -19.6% | +120.1% | +104.9% |
| All | +100.5% | -18.7% | +119.2% | +104.9% |
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