+3.8%
OTIS vs FN
+101.0%
-97.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.3% | -0.7% |
| 7D | +4.2% | 0.0% | +4.3% | +4.2% |
| 30D | +20.1% | -34.3% | +54.4% | +20.7% |
| 3M | +7.6% | -39.9% | +47.5% | +8.2% |
| 6M | +4.2% | -51.8% | +56.0% | +5.3% |
| YTD | -8.1% | -28.1% | +20.1% | -8.7% |
| 1Y | -11.5% | -29.1% | +17.6% | -12.2% |
| 3Y | +3.8% | +102.4% | -98.6% | -8.3% |
| All | +3.8% | +101.0% | -97.2% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling