+44.6%
DLR vs OTIS
-17.8%
+62.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.0% |
| 7D | +0.1% | -3.0% | +3.1% | +1.3% |
| 30D | -4.3% | -6.0% | +1.7% | -1.9% |
| 3M | +3.8% | -0.9% | +4.7% | +3.9% |
| 6M | +5.8% | -17.3% | +23.2% | +13.8% |
| YTD | +23.5% | -19.6% | +43.1% | +33.8% |
| 1Y | +11.1% | -21.0% | +32.1% | +20.9% |
| 3Y | +57.9% | -12.1% | +70.0% | +55.2% |
| All | +44.6% | -17.8% | +62.4% | +33.1% |
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