+449.4%
FLEX vs OTIS
-10.2%
+459.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -10.1% | -2.0% | -8.2% | -9.9% |
| 3M | -31.3% | +2.6% | -33.9% | -32.0% |
| 6M | +71.3% | -20.9% | +92.2% | +79.6% |
| YTD | +81.2% | -17.1% | +98.4% | +87.7% |
| 1Y | +98.5% | -15.9% | +114.4% | +104.9% |
| All | +449.4% | -10.2% | +459.7% | +396.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling