+190.3%
DIA vs OTIS
+87.9%
+102.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | -3.0% | -5.0% | +2.0% | -1.3% |
| 30D | -3.0% | -6.5% | +3.5% | -0.8% |
| 3M | +4.5% | -2.0% | +6.4% | +5.0% |
| 6M | +9.8% | -20.2% | +30.0% | +18.3% |
| YTD | +9.3% | -21.0% | +30.3% | +18.0% |
| 1Y | +16.0% | -20.9% | +36.8% | +25.0% |
| 3Y | +57.7% | -13.3% | +71.1% | +61.5% |
| 5Y | +63.8% | -18.5% | +82.3% | +67.7% |
| All | +190.3% | +87.9% | +102.4% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling