+93.2%
OTIS vs FE
+65.0%
+28.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 3M | +7.6% | 0.0% | +7.6% | +7.6% |
| 6M | +4.2% | +5.0% | -0.9% | +2.8% |
| YTD | -8.1% | +7.9% | -16.0% | -10.0% |
| 1Y | -11.5% | +6.3% | -17.8% | -13.1% |
| 3Y | +3.8% | +46.0% | -42.2% | -6.4% |
| 5Y | +5.0% | +45.6% | -40.6% | -5.6% |
| All | +93.2% | +65.0% | +28.2% | +62.1% |
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 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