-13.6%
OTIS vs FLR
+52.3%
-66.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.8% |
| 7D | -5.0% | -6.9% | +1.8% | -4.4% |
| 30D | -6.5% | +1.1% | -7.6% | -6.6% |
| 3M | -2.0% | +14.3% | -16.3% | -3.7% |
| 6M | -20.2% | +19.1% | -39.3% | -22.2% |
| YTD | -21.0% | +35.1% | -56.1% | -24.3% |
| 1Y | -20.9% | +29.5% | -50.3% | -24.1% |
| All | -13.6% | +52.3% | -66.0% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling