+69.1%
OTIS vs USFR
+20.9%
+48.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -6.0% | +0.4% | -6.4% | -6.1% |
| 3M | -0.9% | +1.0% | -1.9% | -1.3% |
| 6M | -17.3% | +2.0% | -19.3% | -18.1% |
| YTD | -19.6% | +2.8% | -22.3% | -20.8% |
| 1Y | -21.0% | +4.1% | -25.1% | -23.2% |
| 3Y | -12.1% | +14.1% | -26.2% | -19.3% |
| 5Y | -17.1% | +20.6% | -37.7% | -28.0% |
| All | +69.1% | +20.9% | +48.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling