+63.2%
DHI vs OTIS
-17.8%
+81.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.4% |
| 7D | -3.4% | -3.0% | -0.4% | -1.3% |
| 30D | -5.4% | -6.0% | +0.6% | -1.2% |
| 3M | -10.4% | -0.9% | -9.6% | -10.0% |
| 6M | -2.8% | -17.3% | +14.6% | +10.8% |
| YTD | -3.4% | -19.6% | +16.2% | +11.8% |
| 1Y | -22.9% | -21.0% | -1.9% | -9.6% |
| 3Y | +20.7% | -12.1% | +32.8% | +26.2% |
| All | +63.2% | -17.8% | +81.0% | +61.5% |
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