+92.7%
OTIS vs FN
+676.1%
-583.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.9% | -12.1% | -1.1% |
| 7D | +0.5% | +16.3% | -15.8% | -0.9% |
| 30D | +19.4% | -24.7% | +44.2% | +21.6% |
| 3M | +7.1% | -34.9% | +42.0% | +10.0% |
| 6M | +6.6% | -41.1% | +47.7% | +9.5% |
| YTD | -8.3% | -19.6% | +11.3% | -10.3% |
| 1Y | -11.6% | -18.5% | +6.9% | -14.1% |
| 3Y | +3.1% | +119.1% | -116.0% | -19.5% |
| 5Y | +2.5% | +206.9% | -204.5% | -29.0% |
| All | +92.7% | +676.1% | -583.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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