-5.2%
DASH vs OTIS
+31.6%
-36.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.3% |
| 7D | +0.4% | +4.2% | -3.9% | -2.1% |
| 30D | -6.0% | +20.1% | -26.2% | -16.6% |
| 3M | -15.8% | +7.6% | -23.3% | -19.8% |
| 6M | +7.0% | +4.2% | +2.8% | +3.9% |
| YTD | -20.7% | -8.1% | -12.6% | -16.9% |
| 1Y | -8.5% | -11.5% | +3.0% | -1.9% |
| 3Y | +101.8% | +3.8% | +98.0% | +75.4% |
| 5Y | -9.6% | +5.0% | -14.6% | -24.0% |
| All | -5.2% | +31.6% | -36.8% | -21.0% |
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