+516.5%
DE vs OTIS
+91.3%
+425.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.2% |
| 7D | -2.6% | -3.0% | +0.4% | -1.2% |
| 30D | +9.0% | -6.0% | +15.0% | +12.2% |
| 3M | +19.1% | -0.9% | +20.0% | +19.3% |
| 6M | +14.4% | -17.3% | +31.7% | +24.5% |
| YTD | +45.9% | -19.6% | +65.5% | +60.7% |
| 1Y | +43.6% | -21.0% | +64.6% | +59.3% |
| 3Y | +75.9% | -12.1% | +88.0% | +82.4% |
| 5Y | +98.8% | -17.1% | +115.8% | +108.0% |
| All | +516.5% | +91.3% | +425.3% | +404.5% |
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