+543.3%
DDOG vs OTIS
+97.1%
+446.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -10.1% | -0.7% | -9.4% | -9.9% |
| 30D | -24.8% | -2.0% | -22.8% | -24.4% |
| 3M | -12.6% | +2.6% | -15.2% | -14.1% |
| 6M | +79.9% | -20.9% | +100.9% | +96.9% |
| YTD | +56.6% | -17.1% | +73.7% | +67.1% |
| 1Y | +61.6% | -15.9% | +77.5% | +70.9% |
| 3Y | +117.9% | -12.7% | +130.6% | +119.4% |
| 5Y | +54.2% | -15.7% | +70.0% | +48.7% |
| All | +543.3% | +97.1% | +446.2% | +496.9% |
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 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