-6.1%
OTIS vs FLNC
-70.4%
+64.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.7% |
| 7D | -3.0% | -4.1% | +1.1% | -2.8% |
| 30D | -6.0% | -24.8% | +18.8% | -5.0% |
| 3M | -0.9% | -59.1% | +58.2% | +2.5% |
| 6M | -17.3% | -42.0% | +24.6% | -17.0% |
| YTD | -19.6% | -49.8% | +30.2% | -19.5% |
| 1Y | -21.0% | +43.1% | -64.1% | -27.4% |
| 3Y | -12.1% | -61.0% | +48.9% | -15.9% |
| All | -6.1% | -70.4% | +64.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 all: compounded portfolio wealth divided by compounded FLNC 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…
all analysis · Full analysis span regression · 6 months rolling