-0.4%
OTIS vs FGI
+12.3%
-12.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.4% |
| 6M | +5.4% | +46.4% | -41.1% | +5.8% |
| YTD | -10.2% | +47.7% | -57.9% | -9.7% |
| 1Y | -13.4% | +56.8% | -70.2% | -12.9% |
| All | -0.4% | +12.3% | -12.7% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling