+74.2%
OTIS vs FDS
+47.4%
+26.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -2.0% | +9.0% | -11.0% | -4.3% |
| 3M | +2.6% | +18.9% | -16.3% | -2.5% |
| 6M | -20.9% | +35.1% | -56.1% | -28.3% |
| YTD | -17.1% | +5.5% | -22.6% | -19.1% |
| 1Y | -15.9% | -16.8% | +0.9% | -11.3% |
| 3Y | -12.7% | -28.1% | +15.3% | -4.0% |
| 5Y | -15.7% | -17.4% | +1.7% | -12.4% |
| All | +74.2% | +47.4% | +26.9% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling