-13.4%
OTIS vs FGI
+51.2%
-64.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -0.4% |
| 7D | -3.0% | +13.5% | -16.5% | -2.9% |
| 30D | +14.0% | +17.1% | -3.1% | +14.1% |
| 3M | +4.9% | +78.0% | -73.1% | +5.6% |
| 6M | +5.4% | +46.4% | -41.1% | +6.0% |
| YTD | -10.2% | +47.7% | -57.9% | -9.3% |
| 1Y | -13.4% | +56.8% | -70.2% | -13.6% |
| All | -13.4% | +51.2% | -64.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling