-44.3%
FLUT vs OTIS
-12.0%
-32.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -2.6% | -2.2% | -0.4% | -1.8% |
| 30D | +5.4% | -4.3% | +9.7% | +7.3% |
| 3M | -10.8% | -2.2% | -8.6% | -9.9% |
| 6M | -9.2% | -19.9% | +10.7% | -1.2% |
| YTD | -53.8% | -19.3% | -34.5% | -50.0% |
| 1Y | -66.0% | -19.6% | -46.4% | -63.2% |
| All | -44.3% | -12.0% | -32.3% | -53.0% |
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 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