+517.9%
DE vs OTIS
+91.8%
+426.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -3.0% | -2.2% | -0.9% | -2.0% |
| 30D | +11.1% | -4.3% | +15.5% | +13.4% |
| 3M | +17.6% | -2.2% | +19.8% | +18.6% |
| 6M | +13.6% | -19.9% | +33.5% | +25.6% |
| YTD | +46.3% | -19.3% | +65.6% | +60.9% |
| 1Y | +44.2% | -19.6% | +63.7% | +58.6% |
| 3Y | +76.6% | -11.5% | +88.1% | +82.6% |
| 5Y | +98.2% | -16.8% | +115.0% | +107.2% |
| All | +517.9% | +91.8% | +426.1% | +405.0% |
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 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