+569.8%
DDOG vs OTIS
+87.9%
+481.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.8% |
| 7D | +3.2% | -5.0% | +8.3% | +5.3% |
| 30D | -10.2% | -6.5% | -3.7% | -7.9% |
| 3M | -2.6% | -2.0% | -0.6% | -2.6% |
| 6M | +80.1% | -20.2% | +100.3% | +95.7% |
| YTD | +63.0% | -21.0% | +84.0% | +77.2% |
| 1Y | +59.4% | -20.9% | +80.2% | +72.8% |
| 3Y | +127.0% | -13.3% | +140.4% | +127.9% |
| 5Y | +61.7% | -18.5% | +80.2% | +58.5% |
| All | +569.8% | +87.9% | +481.9% | +533.2% |
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