+726.2%
FLEX vs OTIS
-14.6%
+740.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.1% |
| 7D | +7.0% | -0.8% | +7.7% | +7.3% |
| 30D | -5.8% | -4.7% | -1.1% | -4.0% |
| 3M | -24.2% | +1.2% | -25.4% | -25.4% |
| 6M | +90.8% | -20.5% | +111.3% | +110.5% |
| YTD | +89.2% | -18.4% | +107.6% | +105.0% |
| 1Y | +104.7% | -18.1% | +122.8% | +121.0% |
| 3Y | +478.1% | -10.6% | +488.6% | +452.1% |
| 5Y | +726.2% | -16.1% | +742.3% | +694.4% |
| All | +726.2% | -14.6% | +740.8% | +694.4% |
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