-16.5%
OTIS vs FTI
+1,066.8%
-1,083.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -3.0% | -4.4% | +1.4% | -2.5% |
| 30D | -6.0% | +1.5% | -7.5% | -6.2% |
| 3M | -0.9% | +8.2% | -9.1% | -2.0% |
| 6M | -17.3% | +18.8% | -36.2% | -19.4% |
| YTD | -19.6% | +71.7% | -91.2% | -25.2% |
| 1Y | -21.0% | +90.0% | -111.1% | -27.7% |
| 3Y | -12.1% | +270.5% | -282.6% | -27.7% |
| All | -16.5% | +1,066.8% | -1,083.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling