+4.3%
OTIS vs FE
+43.6%
-39.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +4.2% | 0.0% | +4.3% | +4.3% |
| 30D | +20.1% | +5.2% | +14.9% | +18.0% |
| 3M | +7.6% | 0.0% | +7.6% | +7.6% |
| 6M | +4.2% | +5.0% | -0.9% | +2.4% |
| YTD | -8.1% | +7.9% | -16.0% | -10.8% |
| 1Y | -11.5% | +6.3% | -17.8% | -13.7% |
| 3Y | +3.8% | +46.0% | -42.2% | -10.5% |
| All | +4.3% | +43.6% | -39.3% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling