+74.2%
OTIS vs FTV
+107.8%
-33.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -0.7% | -4.5% | +3.8% | +1.4% |
| 30D | -2.0% | -7.1% | +5.1% | +1.4% |
| 3M | +2.6% | -7.2% | +9.7% | +5.9% |
| 6M | -20.9% | -1.5% | -19.4% | -20.7% |
| YTD | -17.1% | +3.5% | -20.6% | -19.3% |
| 1Y | -15.9% | +20.3% | -36.3% | -24.1% |
| 3Y | -12.7% | -3.1% | -9.6% | -14.0% |
| 5Y | -15.7% | +2.3% | -18.1% | -21.1% |
| All | +74.2% | +107.8% | -33.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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