-31.9%
DIS vs OTIS
+4.5%
-36.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +5.2% | +4.2% | +1.0% | +3.2% |
| 30D | +11.5% | +20.1% | -8.7% | +2.0% |
| 3M | +11.5% | +7.6% | +3.9% | +7.5% |
| 6M | +8.9% | +4.2% | +4.7% | +6.4% |
| YTD | +3.4% | -8.1% | +11.5% | +6.7% |
| 1Y | +7.2% | -11.5% | +18.7% | +12.7% |
| 3Y | +43.3% | +3.8% | +39.5% | +30.1% |
| All | -31.9% | +4.5% | -36.4% | -42.0% |
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