-15.6%
OTIS vs FBTC
+60.2%
-75.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -3.0% | -3.1% | +0.1% | -2.8% |
| 30D | -6.0% | +22.0% | -28.0% | -6.9% |
| 3M | -0.9% | +21.6% | -22.5% | -1.8% |
| 6M | -17.3% | +9.2% | -26.6% | -17.7% |
| YTD | -19.6% | -11.8% | -7.8% | -19.1% |
| 1Y | -21.0% | -32.7% | +11.7% | -19.3% |
| All | -15.6% | +60.2% | -75.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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