+63.6%
DIA vs OTIS
-17.1%
+80.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | -1.2% | -2.2% | +0.9% | -0.4% |
| 30D | -2.7% | -4.3% | +1.6% | -1.1% |
| 3M | +3.3% | -2.2% | +5.4% | +3.9% |
| 6M | +10.4% | -19.9% | +30.3% | +19.8% |
| YTD | +10.0% | -19.3% | +29.3% | +18.7% |
| 1Y | +16.2% | -19.6% | +35.7% | +25.3% |
| 3Y | +58.7% | -11.5% | +70.3% | +59.1% |
| 5Y | +63.6% | -16.8% | +80.3% | +61.4% |
| All | +63.6% | -17.1% | +80.7% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling