-99.9%
DFNS vs OTIS
-10.9%
-89.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | -73.2% | -4.7% | -68.5% | -73.2% |
| 3M | -72.4% | +1.2% | -73.7% | -72.4% |
| 6M | -95.2% | -20.5% | -74.7% | -95.3% |
| YTD | -98.0% | -18.4% | -79.5% | -98.0% |
| 1Y | -98.3% | -18.1% | -80.2% | -98.3% |
| 3Y | -99.9% | -10.6% | -89.3% | -99.9% |
| All | -99.9% | -10.9% | -89.0% | -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 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