-99.9%
DFNS vs OTIS
-17.1%
-82.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.6% |
| 7D | +4.6% | -2.2% | +6.8% | +4.6% |
| 30D | -73.9% | -4.3% | -69.6% | -73.9% |
| 3M | -71.7% | -2.2% | -69.5% | -71.7% |
| 6M | -94.6% | -19.9% | -74.7% | -94.6% |
| YTD | -98.1% | -19.3% | -78.7% | -98.1% |
| 1Y | -98.3% | -19.6% | -78.7% | -98.3% |
| 3Y | -99.9% | -11.5% | -88.4% | -99.9% |
| 5Y | -99.9% | -16.8% | -83.1% | -99.9% |
| All | -99.9% | -17.1% | -82.8% | -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 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