+91.2%
OTIS vs FE
+65.2%
+25.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +18.5% | +4.3% | +14.1% | +17.2% |
| 3M | +7.9% | +0.4% | +7.5% | +7.8% |
| 6M | +5.7% | +6.9% | -1.3% | +3.8% |
| YTD | -9.1% | +8.0% | -17.1% | -11.0% |
| 1Y | -11.6% | +4.8% | -16.4% | -12.8% |
| 3Y | +0.6% | +49.0% | -48.4% | -9.8% |
| 5Y | +1.8% | +46.2% | -44.4% | -8.5% |
| All | +91.2% | +65.2% | +25.9% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling