+456.4%
DDOG vs OTIS
+115.8%
+340.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +2.9% | -1.3% | +4.1% | +3.3% |
| 30D | -31.6% | +12.8% | -44.4% | -35.1% |
| 3M | -27.0% | +7.4% | -34.4% | -29.6% |
| 6M | -10.3% | +7.7% | -18.0% | -14.2% |
| YTD | +35.4% | -9.3% | +44.7% | +38.4% |
| 1Y | -1.0% | -12.1% | +11.1% | +2.7% |
| 3Y | +76.7% | +0.6% | +76.0% | +65.8% |
| 5Y | -4.6% | -1.1% | -3.5% | -12.4% |
| All | +456.4% | +115.8% | +340.6% | +394.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling