+0.7%
FPS vs OTIS
-23.6%
+24.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.7% | -5.9% |
| 7D | -4.6% | -5.0% | +0.4% | -4.9% |
| 30D | -22.6% | -6.5% | -16.1% | -22.9% |
| 3M | -45.1% | -2.0% | -43.2% | -45.6% |
| 6M | -17.8% | -20.2% | +2.3% | -17.3% |
| All | +0.7% | -23.6% | +24.3% | -3.2% |
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