-41.5%
DIS vs OTIS
-14.6%
-26.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | -1.1% | -0.8% | -0.3% | -0.7% |
| 30D | +0.1% | -4.7% | +4.9% | +2.5% |
| 3M | +7.1% | +1.2% | +5.8% | +6.3% |
| 6M | +4.3% | -20.5% | +24.8% | +15.9% |
| YTD | -6.9% | -18.4% | +11.5% | +1.8% |
| 1Y | -10.3% | -18.1% | +7.8% | -2.3% |
| 3Y | +32.8% | -10.6% | +43.4% | +31.1% |
| 5Y | -41.5% | -16.1% | -25.4% | -43.7% |
| All | -41.5% | -14.6% | -26.9% | -43.7% |
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 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