-99.7%
DFNS vs OTIS
-12.5%
-87.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.6% |
| 7D | -6.0% | -1.3% | -4.7% | -5.8% |
| 30D | -71.2% | +12.8% | -84.0% | -72.3% |
| 3M | -94.5% | +7.4% | -101.9% | -94.6% |
| 6M | -96.5% | +7.7% | -104.3% | -96.6% |
| YTD | -99.6% | -9.3% | -90.4% | -99.6% |
| 1Y | -99.7% | -12.1% | -87.6% | -99.6% |
| All | -99.7% | -12.5% | -87.2% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling