+29.3%
DIS vs OTIS
+115.8%
-86.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +1.9% | -1.3% | +3.2% | +2.4% |
| 30D | +9.2% | +12.8% | -3.6% | +3.8% |
| 3M | +13.5% | +7.4% | +6.1% | +10.0% |
| 6M | +14.3% | +7.7% | +6.6% | +10.5% |
| YTD | +5.4% | -9.3% | +14.6% | +8.8% |
| 1Y | +12.2% | -12.1% | +24.3% | +17.4% |
| 3Y | +37.2% | +0.6% | +36.6% | +32.1% |
| 5Y | -23.1% | -1.1% | -22.0% | -26.9% |
| All | +29.3% | +115.8% | -86.5% | +0.4% |
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 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