-16.5%
OTIS vs FLR
+238.1%
-254.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 6M | -17.3% | +21.5% | -38.9% | -20.2% |
| YTD | -19.6% | +36.8% | -56.3% | -23.8% |
| 1Y | -21.0% | +31.2% | -52.2% | -25.1% |
| 3Y | -12.1% | +53.9% | -66.0% | -22.2% |
| All | -16.5% | +238.1% | -254.6% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling