+484.1%
FLEX vs OTIS
+3.9%
+480.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.3% | +12.1% |
| 7D | -7.2% | +0.5% | -7.7% | -7.5% |
| 30D | -34.8% | +19.4% | -54.2% | -39.7% |
| 3M | -35.6% | +7.1% | -42.7% | -37.8% |
| 6M | -45.0% | +6.6% | -51.6% | -47.0% |
| YTD | +29.4% | -8.3% | +37.7% | +32.8% |
| 1Y | +24.8% | -11.6% | +36.4% | +30.5% |
| 3Y | +304.4% | +3.1% | +301.3% | +257.2% |
| 5Y | +484.1% | +2.5% | +481.6% | +391.0% |
| All | +484.1% | +3.9% | +480.2% | +391.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling