+69.1%
OTIS vs FND
+77.6%
-8.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -3.0% | -5.8% | +2.8% | -1.8% |
| 30D | -6.0% | -20.2% | +14.2% | -1.8% |
| 3M | -0.9% | -12.0% | +11.1% | +1.1% |
| 6M | -17.3% | -18.5% | +1.2% | -14.9% |
| YTD | -19.6% | -22.3% | +2.7% | -16.7% |
| 1Y | -21.0% | -47.6% | +26.6% | -11.9% |
| 3Y | -12.1% | -49.8% | +37.7% | -4.2% |
| 5Y | -17.1% | -63.0% | +45.9% | -7.9% |
| All | +69.1% | +77.6% | -8.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling