+19.8%
DDOG vs OTIS
-9.8%
+29.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.9% | -18.3% | -11.9% |
| 7D | -32.2% | +9.5% | -41.7% | -28.0% |
| 30D | -31.7% | +21.1% | -52.8% | -24.0% |
| 3M | -34.5% | +9.0% | -43.5% | -29.7% |
| 6M | +28.7% | +6.4% | +22.2% | +38.4% |
| YTD | +38.8% | -7.1% | +45.9% | +47.3% |
| 1Y | +19.8% | -10.1% | +29.9% | +25.3% |
| All | +19.8% | -9.8% | +29.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling