-22.6%
FPS vs OTIS
-10.2%
-12.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.9% | -21.2% | -14.7% |
| 7D | -23.3% | +9.5% | -32.8% | -18.6% |
| 30D | -42.4% | +21.1% | -63.5% | -37.5% |
| 3M | -43.0% | +9.0% | -52.1% | -38.6% |
| 6M | -44.5% | +6.4% | -50.9% | -39.5% |
| All | -22.6% | -10.2% | -12.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling