+93.1%
FOXA vs OTIS
-17.8%
+110.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | +0.8% | -3.0% | +3.8% | +1.7% |
| 30D | +5.0% | -6.0% | +11.1% | +7.0% |
| 3M | -3.0% | -0.9% | -2.2% | -3.0% |
| 6M | +14.8% | -17.3% | +32.1% | +21.3% |
| YTD | -8.9% | -19.6% | +10.6% | -3.1% |
| 1Y | +13.3% | -21.0% | +34.3% | +21.2% |
| 3Y | +115.4% | -12.1% | +127.5% | +115.0% |
| All | +93.1% | -17.8% | +110.9% | +88.9% |
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