+1.8%
OTIS vs FGI
-74.8%
+76.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -25.2% | +26.2% | +1.1% |
| 7D | -1.3% | -14.4% | +13.1% | -1.3% |
| 30D | +12.8% | -11.8% | +24.5% | +12.8% |
| 3M | +7.4% | -46.2% | +53.6% | +7.5% |
| 6M | +7.7% | +5.2% | +2.5% | +7.5% |
| YTD | -9.3% | +10.5% | -19.8% | -9.8% |
| 1Y | -12.1% | +25.5% | -37.6% | -12.9% |
| 3Y | +0.6% | -16.0% | +16.6% | -0.6% |
| All | +1.8% | -74.8% | +76.6% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling