+74.2%
OTIS vs FN
+764.1%
-689.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.7% |
| 7D | -0.7% | -1.7% | +0.9% | -0.6% |
| 30D | -2.0% | -22.0% | +20.0% | -0.2% |
| 3M | +2.6% | -43.0% | +45.6% | +7.1% |
| 6M | -20.9% | -27.7% | +6.8% | -20.2% |
| YTD | -17.1% | -10.5% | -6.6% | -19.0% |
| 1Y | -15.9% | +12.5% | -28.4% | -20.9% |
| 3Y | -12.7% | +153.8% | -166.5% | -32.7% |
| 5Y | -15.7% | +288.0% | -303.7% | -43.5% |
| All | +74.2% | +764.1% | -689.8% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling