+59.9%
DDOG vs OTIS
-17.1%
+77.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +7.8% |
| 7D | +7.7% | -2.2% | +9.8% | +9.0% |
| 30D | -13.6% | -4.3% | -9.3% | -11.6% |
| 3M | -0.9% | -2.2% | +1.3% | -0.8% |
| 6M | +75.2% | -19.9% | +95.1% | +98.3% |
| YTD | +65.7% | -19.3% | +85.0% | +85.1% |
| 1Y | +60.4% | -19.6% | +79.9% | +78.8% |
| 3Y | +130.7% | -11.5% | +142.2% | +112.5% |
| 5Y | +59.9% | -16.8% | +76.7% | +39.9% |
| All | +59.9% | -17.1% | +77.0% | +39.9% |
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