-100.0%
DFNS vs OTIS
+0.9%
-100.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.8% | +13.5% | +12.7% |
| 7D | -13.0% | -2.9% | -10.1% | -13.1% |
| 30D | -56.9% | +16.1% | -73.0% | -56.7% |
| 3M | -93.2% | +6.7% | -100.0% | -93.2% |
| 6M | -95.4% | +6.0% | -101.4% | -95.4% |
| YTD | -99.5% | -9.8% | -89.7% | -99.5% |
| 1Y | -99.6% | -12.3% | -87.3% | -99.6% |
| 3Y | -100.0% | -0.2% | -99.7% | -100.0% |
| 5Y | -100.0% | +1.0% | -100.9% | -100.0% |
| All | -100.0% | +0.9% | -100.9% | -100.0% |
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 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