+71.4%
OTIS vs FLR
+1,486.0%
-1,414.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -0.8% | +0.7% | -1.4% | -0.9% |
| 30D | -4.7% | -0.7% | -4.1% | -4.8% |
| 3M | +1.2% | +14.3% | -13.1% | -1.1% |
| 6M | -20.5% | +25.6% | -46.1% | -23.7% |
| YTD | -18.4% | +42.9% | -61.3% | -23.3% |
| 1Y | -18.1% | +38.7% | -56.8% | -23.0% |
| 3Y | -10.6% | +61.8% | -72.3% | -20.6% |
| 5Y | -16.1% | +254.1% | -270.2% | -34.6% |
| All | +71.4% | +1,486.0% | -1,414.6% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling