+87.1%
DOCN vs OTIS
+27.7%
+59.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | -12.1% | +1.7% | -13.8% | -13.3% |
| 30D | -41.0% | +18.5% | -59.5% | -48.3% |
| 3M | -38.7% | +7.9% | -46.6% | -43.1% |
| 6M | -51.5% | +5.7% | -57.2% | -55.2% |
| YTD | +65.3% | -9.1% | +74.3% | +70.9% |
| 1Y | +53.9% | -11.6% | +65.5% | +63.2% |
| 3Y | +215.6% | +0.6% | +215.0% | +165.8% |
| 5Y | -26.2% | +1.8% | -28.0% | -38.7% |
| All | +87.1% | +27.7% | +59.4% | +49.4% |
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