+812.4%
FTNT vs OTIS
+91.8%
+720.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.5% |
| 30D | -4.3% | -4.3% | +0.1% | -2.9% |
| 3M | +13.6% | -2.2% | +15.8% | +14.0% |
| 6M | +87.6% | -19.9% | +107.5% | +102.3% |
| YTD | +98.0% | -19.3% | +117.3% | +111.9% |
| 1Y | +96.9% | -19.6% | +116.5% | +110.4% |
| 3Y | +145.4% | -11.5% | +156.9% | +143.7% |
| 5Y | +153.0% | -16.8% | +169.8% | +148.6% |
| All | +812.4% | +91.8% | +720.5% | +723.4% |
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 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