+0.6%
OTIS vs FN
+169.4%
-168.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +1.4% |
| 7D | -1.3% | +0.3% | -1.5% | -1.4% |
| 30D | +12.8% | -16.5% | +29.3% | +13.5% |
| 3M | +7.4% | -42.1% | +49.5% | +10.2% |
| 6M | +7.7% | -52.9% | +60.6% | +11.7% |
| YTD | -9.3% | -28.0% | +18.7% | -10.5% |
| 1Y | -12.1% | -18.5% | +6.4% | -14.7% |
| 3Y | +0.6% | +93.9% | -93.2% | -18.4% |
| All | +0.6% | +169.4% | -168.8% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling