+321.2%
DAL vs OTIS
+118.6%
+202.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.5% |
| 7D | +8.8% | +4.2% | +4.6% | +6.3% |
| 30D | +5.4% | +20.1% | -14.7% | -5.5% |
| 3M | -4.9% | +7.6% | -12.5% | -9.3% |
| 6M | +19.8% | +4.2% | +15.7% | +16.3% |
| YTD | +27.0% | -8.1% | +35.1% | +32.2% |
| 1Y | +52.5% | -11.5% | +64.0% | +62.4% |
| 3Y | +173.8% | +3.8% | +170.0% | +155.7% |
| 5Y | +104.5% | +5.0% | +99.5% | +87.7% |
| All | +321.2% | +118.6% | +202.6% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling