-99.9%
DFNS vs OTIS
+35.5%
-135.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -16.0% | -0.7% | -15.3% | -16.0% |
| 30D | -77.7% | -2.0% | -75.7% | -77.7% |
| 3M | -77.2% | +2.6% | -79.7% | -77.2% |
| 6M | -95.2% | -20.9% | -74.3% | -95.2% |
| YTD | -98.0% | -17.1% | -80.9% | -98.0% |
| 1Y | -98.3% | -15.9% | -82.4% | -98.3% |
| 3Y | -99.9% | -12.7% | -87.1% | -99.9% |
| 5Y | -99.9% | -15.7% | -84.1% | -99.9% |
| All | -99.9% | +35.5% | -135.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling