-20.2%
OTIS vs FRMI
-33.0%
+12.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.0% |
| 7D | -5.0% | +10.9% | -15.9% | -5.0% |
| 30D | -6.5% | -24.3% | +17.8% | -6.4% |
| 3M | -2.0% | -21.8% | +19.8% | -1.8% |
| 6M | -20.2% | -33.0% | +12.9% | -19.6% |
| All | -20.2% | -33.0% | +12.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 6mo: compounded portfolio wealth divided by compounded FRMI 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…
6mo analysis · Full analysis span regression · 6 months rolling