+76.5%
DE vs OTIS
-13.8%
+90.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | -2.4% | -5.0% | +2.7% | -0.1% |
| 30D | +9.7% | -6.5% | +16.2% | +13.0% |
| 3M | +21.4% | -2.0% | +23.3% | +22.1% |
| 6M | +15.0% | -20.2% | +35.2% | +26.7% |
| YTD | +46.4% | -21.0% | +67.4% | +61.7% |
| 1Y | +45.6% | -20.9% | +66.5% | +60.4% |
| All | +76.5% | -13.8% | +90.2% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling