-12.5%
OTIS vs FRSH
-72.6%
+60.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -5.0% | -11.2% | +6.1% | -3.8% |
| 30D | -6.5% | -0.8% | -5.7% | -6.5% |
| 3M | -2.0% | +26.4% | -28.4% | -4.6% |
| 6M | -20.2% | +48.4% | -68.6% | -24.1% |
| YTD | -21.0% | -3.1% | -17.9% | -21.4% |
| 1Y | -20.9% | -8.7% | -12.2% | -20.9% |
| 3Y | -13.3% | -45.8% | +32.5% | -9.7% |
| All | -12.5% | -72.6% | +60.1% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling