-19.6%
OTIS vs FE
+11.4%
-31.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -4.3% | -1.2% | -3.1% | -4.0% |
| 3M | -2.2% | +1.7% | -3.8% | -2.5% |
| 6M | -19.9% | -7.5% | -12.4% | -19.3% |
| YTD | -19.3% | +6.3% | -25.7% | -19.8% |
| 1Y | -19.6% | +10.9% | -30.4% | -21.2% |
| All | -19.6% | +11.4% | -31.0% | -21.2% |
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