+59.7%
DIA vs OTIS
+0.6%
+59.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +2.1% | -1.3% | +3.4% | +2.5% |
| 30D | +1.5% | +12.8% | -11.3% | -1.7% |
| 3M | -2.4% | +7.4% | -9.8% | -4.3% |
| 6M | +6.0% | +7.7% | -1.8% | +3.7% |
| YTD | +10.1% | -9.3% | +19.3% | +12.6% |
| 1Y | +11.8% | -12.1% | +23.9% | +15.5% |
| 3Y | +59.7% | +0.6% | +59.1% | +53.9% |
| All | +59.7% | +0.6% | +59.1% | +53.9% |
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