+74.2%
OTIS vs FTI
+2,097.8%
-2,023.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.7% | +5.3% | -6.0% | -1.2% |
| 30D | -2.0% | +15.3% | -17.3% | -3.4% |
| 3M | +2.6% | +15.8% | -13.2% | +0.9% |
| 6M | -20.9% | +22.6% | -43.5% | -22.8% |
| YTD | -17.1% | +79.5% | -96.7% | -22.2% |
| 1Y | -15.9% | +102.0% | -117.9% | -22.2% |
| 3Y | -12.7% | +315.8% | -328.6% | -26.0% |
| 5Y | -15.7% | +1,129.5% | -1,145.2% | -36.6% |
| All | +74.2% | +2,097.8% | -2,023.5% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling