+92.1%
DHR vs OTIS
+93.9%
-1.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | -0.8% | -0.8% | -0.1% | -0.5% |
| 30D | +0.2% | -4.7% | +5.0% | +2.1% |
| 3M | +12.1% | +1.2% | +10.8% | +11.5% |
| 6M | +5.4% | -20.5% | +25.9% | +15.1% |
| YTD | -10.0% | -18.4% | +8.5% | -2.9% |
| 1Y | +4.1% | -18.1% | +22.2% | +12.0% |
| 3Y | -5.2% | -10.6% | +5.4% | -2.6% |
| 5Y | -28.2% | -16.1% | -12.1% | -26.9% |
| All | +92.1% | +93.9% | -1.8% | +73.2% |
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