+12.2%
DIS vs OTIS
-12.5%
+24.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +1.9% | -1.3% | +3.2% | +2.4% |
| 30D | +9.2% | +12.8% | -3.6% | +4.8% |
| 3M | +13.5% | +7.4% | +6.1% | +10.9% |
| 6M | +14.3% | +7.7% | +6.6% | +11.4% |
| YTD | +5.4% | -9.3% | +14.6% | +4.9% |
| 1Y | +12.2% | -12.1% | +24.3% | +13.7% |
| All | +12.2% | -12.5% | +24.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling