+391.7%
DHI vs OTIS
+91.3%
+300.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.6% |
| 7D | -3.4% | -3.0% | -0.4% | -1.5% |
| 30D | -5.4% | -6.0% | +0.6% | -1.7% |
| 3M | -10.4% | -0.9% | -9.6% | -10.0% |
| 6M | -2.8% | -17.3% | +14.6% | +9.3% |
| YTD | -3.4% | -19.6% | +16.2% | +10.2% |
| 1Y | -22.9% | -21.0% | -1.9% | -11.1% |
| 3Y | +20.7% | -12.1% | +32.8% | +28.2% |
| 5Y | +62.1% | -17.1% | +79.2% | +74.1% |
| All | +391.7% | +91.3% | +300.4% | +280.1% |
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