+9.7%
FPS vs OTIS
-22.2%
+32.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +9.0% |
| 7D | +1.5% | -3.0% | +4.5% | +1.1% |
| 30D | -16.9% | -6.0% | -10.8% | -17.3% |
| 3M | -45.3% | -0.9% | -44.5% | -45.8% |
| 6M | -10.3% | -17.3% | +7.0% | -8.2% |
| All | +9.7% | -22.2% | +32.0% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling