-10.9%
OTIS vs FN
+158.4%
-169.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.4% |
| 7D | -0.7% | -1.7% | +0.9% | -0.7% |
| 30D | -2.0% | -22.0% | +20.0% | -1.5% |
| 3M | +2.6% | -43.0% | +45.6% | +4.0% |
| 6M | -20.9% | -27.7% | +6.8% | -20.8% |
| YTD | -17.1% | -10.5% | -6.6% | -17.9% |
| 1Y | -15.9% | +12.5% | -28.4% | -18.0% |
| All | -10.9% | +158.4% | -169.2% | -24.8% |
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