+69.1%
OTIS vs FWONK
+375.1%
-306.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -6.0% | -7.7% | +1.7% | -4.2% |
| 3M | -0.9% | +5.7% | -6.6% | -2.3% |
| 6M | -17.3% | +13.5% | -30.8% | -20.0% |
| YTD | -19.6% | -3.0% | -16.6% | -19.4% |
| 1Y | -21.0% | -6.4% | -14.6% | -20.2% |
| 3Y | -12.1% | +43.8% | -55.9% | -21.4% |
| 5Y | -17.1% | +98.6% | -115.6% | -32.5% |
| All | +69.1% | +375.1% | -306.0% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling