+69.1%
OTIS vs FFIV
+362.3%
-293.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.0% |
| 7D | -3.0% | +5.4% | -8.4% | -4.2% |
| 30D | -6.0% | -2.7% | -3.4% | -5.5% |
| 3M | -0.9% | +4.5% | -5.4% | -2.5% |
| 6M | -17.3% | +42.2% | -59.5% | -25.5% |
| YTD | -19.6% | +61.3% | -80.9% | -30.4% |
| 1Y | -21.0% | +23.0% | -44.1% | -26.5% |
| 3Y | -12.1% | +156.3% | -168.3% | -37.1% |
| 5Y | -17.1% | +102.9% | -119.9% | -37.4% |
| All | +69.1% | +362.3% | -293.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling