+13.2%
DIS vs OTIS
+91.8%
-78.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.4% |
| 7D | -3.5% | -2.2% | -1.4% | -2.6% |
| 30D | +1.0% | -4.3% | +5.3% | +2.8% |
| 3M | +5.7% | -2.2% | +7.9% | +6.6% |
| 6M | +3.3% | -19.9% | +23.2% | +12.9% |
| YTD | -7.7% | -19.3% | +11.6% | +0.2% |
| 1Y | -10.0% | -19.6% | +9.6% | -2.2% |
| 3Y | +31.7% | -11.5% | +43.2% | +33.9% |
| 5Y | -42.2% | -16.8% | -25.4% | -41.3% |
| All | +13.2% | +91.8% | -78.6% | -7.5% |
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