-99.9%
DFNS vs OTIS
+29.2%
-129.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +1.5% |
| 7D | -3.3% | -5.0% | +1.7% | -3.4% |
| 30D | -73.1% | -6.5% | -66.6% | -73.1% |
| 3M | -71.4% | -2.0% | -69.4% | -71.4% |
| 6M | -93.8% | -20.2% | -73.7% | -93.9% |
| YTD | -98.0% | -21.0% | -77.1% | -98.1% |
| 1Y | -98.2% | -20.9% | -77.3% | -98.2% |
| 3Y | -99.9% | -13.3% | -86.5% | -99.9% |
| 5Y | -99.9% | -18.5% | -81.3% | -99.9% |
| All | -99.9% | +29.2% | -129.1% | -99.9% |
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 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