-20.9%
OTIS vs FGI
+126.2%
-147.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.4% | -11.5% | -2.0% |
| 7D | -5.0% | +22.8% | -27.8% | -4.9% |
| 30D | -6.5% | +85.9% | -92.4% | -6.0% |
| 3M | -2.0% | +32.4% | -34.3% | -1.5% |
| 6M | -20.2% | +106.3% | -126.5% | -19.6% |
| YTD | -21.0% | +48.4% | -69.4% | -20.4% |
| 1Y | -20.9% | +116.4% | -137.2% | -19.7% |
| All | -20.9% | +126.2% | -147.1% | -19.7% |
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