+57.7%
DIA vs OTIS
-0.1%
+57.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.6% | -3.0% | +4.6% | +2.7% |
| 30D | +1.2% | +14.0% | -12.7% | -3.7% |
| 3M | -2.4% | +4.9% | -7.3% | -4.4% |
| 6M | +5.7% | +5.4% | +0.3% | +3.2% |
| YTD | +9.9% | -10.2% | +20.1% | +13.8% |
| 1Y | +9.8% | -13.4% | +23.2% | +15.4% |
| 3Y | +59.8% | -0.7% | +60.5% | +52.5% |
| 5Y | +57.7% | -2.1% | +59.8% | +45.9% |
| All | +57.7% | -0.1% | +57.8% | +45.9% |
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 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