-10.1%
OTIS vs FE
+6.1%
-16.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +9.5% | +1.7% | +7.8% | +8.9% |
| 30D | +21.1% | +8.1% | +13.0% | +18.0% |
| 3M | +9.0% | -1.3% | +10.3% | +9.2% |
| 6M | +6.4% | +2.9% | +3.5% | +5.2% |
| YTD | -7.1% | +8.6% | -15.7% | -8.8% |
| 1Y | -10.1% | +6.3% | -16.5% | -11.7% |
| All | -10.1% | +6.1% | -16.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling