+58.3%
DIA vs OTIS
-12.0%
+70.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.4% |
| 7D | -1.2% | -2.2% | +0.9% | -0.6% |
| 30D | -2.7% | -4.3% | +1.6% | -1.5% |
| 3M | +3.3% | -2.2% | +5.4% | +3.7% |
| 6M | +10.4% | -19.9% | +30.3% | +17.3% |
| YTD | +10.0% | -19.3% | +29.3% | +16.3% |
| 1Y | +16.2% | -19.6% | +35.7% | +22.8% |
| All | +58.3% | -12.0% | +70.3% | +56.8% |
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