-11.8%
OTIS vs FTI
+274.9%
-286.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | -2.2% | -2.3% | +0.2% | -2.0% |
| 30D | -4.3% | +5.0% | -9.4% | -4.7% |
| 3M | -2.2% | +13.8% | -16.0% | -3.3% |
| 6M | -19.9% | +22.9% | -42.8% | -21.6% |
| YTD | -19.3% | +75.0% | -94.3% | -23.9% |
| 1Y | -19.6% | +96.9% | -116.4% | -25.1% |
| All | -11.8% | +274.9% | -286.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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