-23.4%
OTIS vs FRMI
-78.0%
+54.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.1% |
| 7D | -2.2% | +15.9% | -18.1% | -2.0% |
| 30D | -4.3% | -6.0% | +1.6% | -4.3% |
| 3M | -2.2% | -1.6% | -0.6% | -1.9% |
| 6M | -19.9% | -30.7% | +10.8% | -19.9% |
| YTD | -19.3% | -30.9% | +11.5% | -19.1% |
| All | -23.4% | -78.0% | +54.6% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling