+343.4%
DAL vs OTIS
+118.0%
+225.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | +10.0% | +0.5% | +9.5% | +9.8% |
| 30D | +12.0% | +19.4% | -7.4% | +0.8% |
| 3M | +0.8% | +7.1% | -6.3% | -3.6% |
| 6M | +26.2% | +6.6% | +19.6% | +20.8% |
| YTD | +33.7% | -8.3% | +42.0% | +39.4% |
| 1Y | +57.6% | -11.6% | +69.2% | +68.0% |
| 3Y | +183.5% | +3.1% | +180.3% | +165.8% |
| 5Y | +114.2% | +2.5% | +111.7% | +99.2% |
| All | +343.4% | +118.0% | +225.3% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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