+70.5%
DOCN vs OTIS
+29.0%
+41.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -19.2% | +4.2% | -23.4% | -21.6% |
| 30D | -43.1% | +20.1% | -63.2% | -50.6% |
| 3M | -40.7% | +7.6% | -48.3% | -44.8% |
| 6M | -55.0% | +4.2% | -59.2% | -57.9% |
| YTD | +50.6% | -8.1% | +58.7% | +54.8% |
| 1Y | +54.0% | -11.5% | +65.5% | +63.7% |
| 3Y | +203.9% | +3.8% | +200.1% | +147.2% |
| 5Y | -29.4% | +5.0% | -34.4% | -42.0% |
| All | +70.5% | +29.0% | +41.5% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling