+304.4%
FLEX vs OTIS
+2.4%
+302.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.3% | +12.0% |
| 7D | -7.2% | +0.5% | -7.7% | -7.1% |
| 30D | -34.8% | +19.4% | -54.2% | -35.8% |
| 3M | -35.6% | +7.1% | -42.7% | -35.6% |
| 6M | -45.0% | +6.6% | -51.6% | -45.0% |
| YTD | +29.4% | -8.3% | +37.7% | +32.6% |
| 1Y | +24.8% | -11.6% | +36.4% | +29.0% |
| 3Y | +304.4% | +3.1% | +301.3% | +252.3% |
| All | +304.4% | +2.4% | +302.0% | +252.3% |
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