-8.0%
DHR vs OTIS
-13.8%
+5.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.2% |
| 7D | -5.0% | -5.0% | 0.0% | -2.9% |
| 30D | -3.3% | -6.5% | +3.2% | -0.6% |
| 3M | +9.4% | -2.0% | +11.4% | +10.4% |
| 6M | +3.2% | -20.2% | +23.3% | +12.9% |
| YTD | -12.0% | -21.0% | +8.9% | -3.6% |
| 1Y | +4.9% | -20.9% | +25.7% | +14.8% |
| All | -8.0% | -13.8% | +5.8% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling