+286.1%
DAL vs OTIS
+97.1%
+189.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -0.7% | +0.9% | +0.6% |
| 30D | -13.9% | -2.0% | -11.9% | -13.0% |
| 3M | +1.1% | +2.6% | -1.5% | -0.7% |
| 6M | +26.2% | -20.9% | +47.2% | +44.8% |
| YTD | +16.4% | -17.1% | +33.5% | +29.3% |
| 1Y | +33.9% | -15.9% | +49.8% | +46.8% |
| 3Y | +93.4% | -12.7% | +106.1% | +101.8% |
| 5Y | +106.4% | -15.7% | +122.1% | +114.5% |
| All | +286.1% | +97.1% | +189.0% | +171.9% |
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