+69.1%
OTIS vs FDS
+26.7%
+42.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | -3.0% | -14.0% | +11.0% | +0.8% |
| 30D | -6.0% | -6.2% | +0.2% | -4.6% |
| 3M | -0.9% | +10.2% | -11.0% | -4.0% |
| 6M | -17.3% | +27.4% | -44.8% | -24.3% |
| YTD | -19.6% | -9.3% | -10.3% | -18.4% |
| 1Y | -21.0% | -28.6% | +7.6% | -13.4% |
| 3Y | -12.1% | -36.8% | +24.7% | -0.3% |
| 5Y | -17.1% | -28.6% | +11.5% | -10.6% |
| All | +69.1% | +26.7% | +42.3% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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