-18.5%
OTIS vs USFR
+20.4%
-39.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -6.5% | +0.3% | -6.8% | -6.8% |
| 3M | -2.0% | +1.0% | -2.9% | -2.8% |
| 6M | -20.2% | +1.9% | -22.1% | -21.8% |
| YTD | -21.0% | +2.7% | -23.6% | -23.5% |
| 1Y | -20.9% | +4.0% | -24.9% | -25.1% |
| 3Y | -13.3% | +14.1% | -27.4% | -25.5% |
| 5Y | -18.5% | +20.5% | -39.0% | -35.3% |
| All | -18.5% | +20.4% | -39.0% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling