+69.1%
OTIS vs FLR
+1,418.2%
-1,349.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | -3.0% | -3.5% | +0.5% | -2.5% |
| 30D | -6.0% | +4.2% | -10.2% | -6.6% |
| 3M | -0.9% | +8.1% | -8.9% | -2.4% |
| 6M | -17.3% | +21.5% | -38.9% | -20.3% |
| YTD | -19.6% | +36.8% | -56.3% | -23.9% |
| 1Y | -21.0% | +31.2% | -52.2% | -25.2% |
| 3Y | -12.1% | +53.9% | -66.0% | -21.4% |
| 5Y | -17.1% | +243.0% | -260.1% | -35.1% |
| All | +69.1% | +1,418.2% | -1,349.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling