+14.4%
DIS vs OTIS
+97.1%
-82.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | -0.7% | -1.8% | -2.3% |
| 30D | +3.5% | -2.0% | +5.5% | +4.4% |
| 3M | +6.8% | +2.6% | +4.3% | +5.6% |
| 6M | +3.0% | -20.9% | +23.9% | +13.2% |
| YTD | -6.7% | -17.1% | +10.4% | +0.2% |
| 1Y | -10.1% | -15.9% | +5.8% | -4.1% |
| 3Y | +33.0% | -12.7% | +45.8% | +36.3% |
| 5Y | -40.0% | -15.7% | -24.3% | -39.5% |
| All | +14.4% | +97.1% | -82.7% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling