-16.8%
OTIS vs FDS
-23.5%
+6.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.3% |
| 7D | -2.2% | -8.8% | +6.6% | -0.1% |
| 30D | -4.3% | -1.4% | -3.0% | -4.1% |
| 3M | -2.2% | +13.9% | -16.1% | -5.6% |
| 6M | -19.9% | +27.4% | -47.3% | -25.9% |
| YTD | -19.3% | -2.5% | -16.9% | -18.9% |
| 1Y | -19.6% | -23.8% | +4.2% | -11.6% |
| 3Y | -11.5% | -32.5% | +21.0% | +0.6% |
| 5Y | -16.8% | -23.2% | +6.4% | -11.6% |
| All | -16.8% | -23.5% | +6.7% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling