-10.9%
OTIS vs FGI
-4.4%
-6.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.3% |
| 7D | -0.7% | +0.5% | -1.3% | -0.7% |
| 30D | -2.0% | +65.4% | -67.4% | -1.6% |
| 3M | +2.6% | +23.5% | -20.9% | +2.9% |
| 6M | -20.9% | +60.5% | -81.5% | -20.5% |
| YTD | -17.1% | +30.0% | -47.1% | -16.7% |
| 1Y | -15.9% | +82.1% | -98.0% | -15.3% |
| All | -10.9% | -4.4% | -6.5% | -8.7% |
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 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