+74.2%
OTIS vs FFIV
+338.4%
-264.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -0.7% | -1.0% | +0.2% | -0.5% |
| 30D | -2.0% | -5.1% | +3.1% | -0.9% |
| 3M | +2.6% | -4.5% | +7.0% | +3.1% |
| 6M | -20.9% | +36.5% | -57.4% | -28.0% |
| YTD | -17.1% | +53.0% | -70.1% | -27.4% |
| 1Y | -15.9% | +24.2% | -40.1% | -22.2% |
| 3Y | -12.7% | +137.2% | -150.0% | -36.2% |
| 5Y | -15.7% | +91.8% | -107.5% | -35.5% |
| All | +74.2% | +338.4% | -264.2% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling