+99.6%
DE vs OTIS
-17.8%
+117.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.2% |
| 7D | -2.6% | -3.0% | +0.4% | -1.1% |
| 30D | +9.0% | -6.0% | +15.0% | +12.4% |
| 3M | +19.1% | -0.9% | +20.0% | +19.3% |
| 6M | +14.4% | -17.3% | +31.7% | +25.3% |
| YTD | +45.9% | -19.6% | +65.5% | +61.9% |
| 1Y | +43.6% | -21.0% | +64.6% | +60.5% |
| 3Y | +75.9% | -12.1% | +88.0% | +80.5% |
| All | +99.6% | -17.8% | +117.4% | +106.2% |
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 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