+203.9%
FOXA vs OTIS
+91.8%
+112.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -5.4% | -2.2% | -3.3% | -4.8% |
| 30D | +1.1% | -4.3% | +5.5% | +2.5% |
| 3M | -6.1% | -2.2% | -3.9% | -5.7% |
| 6M | +8.2% | -19.9% | +28.1% | +15.7% |
| YTD | -11.8% | -19.3% | +7.5% | -6.1% |
| 1Y | +9.9% | -19.6% | +29.5% | +17.0% |
| 3Y | +110.7% | -11.5% | +122.3% | +112.6% |
| 5Y | +86.9% | -16.8% | +103.7% | +89.1% |
| All | +203.9% | +91.8% | +112.1% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling