-12.3%
OTIS vs FN
-19.6%
+7.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -0.5% |
| 7D | -2.9% | +8.0% | -10.9% | -2.3% |
| 30D | +16.1% | -19.1% | +35.3% | +15.9% |
| 3M | +6.7% | -29.8% | +36.6% | +6.3% |
| 6M | +6.0% | -43.2% | +49.2% | +5.4% |
| YTD | -9.8% | -18.9% | +9.2% | -8.4% |
| 1Y | -12.3% | -17.9% | +5.5% | -11.1% |
| All | -12.3% | -19.6% | +7.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling