+71.4%
OTIS vs FND
+79.7%
-8.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.7% |
| 7D | -0.8% | +0.4% | -1.1% | -0.9% |
| 30D | -4.7% | -23.6% | +18.8% | +0.3% |
| 3M | +1.2% | +4.3% | -3.1% | -0.3% |
| 6M | -20.5% | -20.3% | -0.2% | -17.8% |
| YTD | -18.4% | -21.3% | +2.9% | -15.8% |
| 1Y | -18.1% | -45.4% | +27.3% | -9.4% |
| 3Y | -10.6% | -48.9% | +38.3% | -2.9% |
| 5Y | -16.1% | -61.0% | +44.9% | -7.7% |
| All | +71.4% | +79.7% | -8.3% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling