+7.4%
DASH vs OTIS
-15.5%
+22.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | -10.6% | -0.7% | -9.8% | -10.1% |
| 30D | +2.2% | -2.0% | +4.1% | +3.7% |
| 3M | +32.3% | +2.6% | +29.7% | +29.7% |
| 6M | +19.1% | -20.9% | +40.0% | +40.7% |
| YTD | -6.5% | -17.1% | +10.6% | +5.8% |
| 1Y | -14.9% | -15.9% | +1.0% | -5.1% |
| 3Y | +151.9% | -12.7% | +164.7% | +145.3% |
| All | +7.4% | -15.5% | +22.9% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling