-15.9%
OTIS vs FWONK
-4.6%
-11.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.7% | -6.2% | +5.4% | +0.6% |
| 30D | -2.0% | -0.6% | -1.4% | -1.8% |
| 3M | +2.6% | +11.1% | -8.5% | +0.2% |
| 6M | -20.9% | +11.7% | -32.6% | -22.8% |
| YTD | -17.1% | -3.1% | -14.1% | -17.3% |
| 1Y | -15.9% | -4.2% | -11.7% | -16.0% |
| All | -15.9% | -4.6% | -11.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling