+92.9%
FTNT vs OTIS
-19.7%
+112.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -1.3% |
| 7D | -0.1% | -3.0% | +2.8% | -0.9% |
| 30D | -3.0% | -6.0% | +3.1% | -4.4% |
| 3M | +7.6% | -0.9% | +8.5% | +7.6% |
| 6M | +87.0% | -17.3% | +104.3% | +79.8% |
| YTD | +96.5% | -19.6% | +116.1% | +87.9% |
| 1Y | +92.9% | -21.0% | +114.0% | +82.5% |
| All | +92.9% | -19.7% | +112.7% | +82.5% |
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 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