-12.1%
OTIS vs FRSH
-46.4%
+34.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -3.0% | -6.6% | +3.6% | -2.5% |
| 30D | -6.0% | +2.1% | -8.1% | -6.2% |
| 3M | -0.9% | +29.0% | -29.8% | -2.6% |
| 6M | -17.3% | +48.6% | -66.0% | -19.9% |
| YTD | -19.6% | -2.9% | -16.6% | -19.6% |
| 1Y | -21.0% | -7.9% | -13.1% | -20.7% |
| 3Y | -12.1% | -46.5% | +34.4% | -8.0% |
| All | -12.1% | -46.4% | +34.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling