+88.8%
OTIS vs FN
+650.4%
-561.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.2% |
| 7D | -3.0% | +20.8% | -23.7% | -4.3% |
| 30D | +14.0% | -17.3% | +31.3% | +15.1% |
| 3M | +4.9% | -38.1% | +43.0% | +8.2% |
| 6M | +5.4% | -44.2% | +49.6% | +8.8% |
| YTD | -10.2% | -22.3% | +12.1% | -12.0% |
| 1Y | -13.4% | -20.9% | +7.5% | -15.7% |
| 3Y | -0.7% | +111.1% | -111.8% | -22.2% |
| 5Y | -2.1% | +191.8% | -193.9% | -31.8% |
| All | +88.8% | +650.4% | -561.7% | +3.3% |
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 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