+54.0%
DOCN vs OTIS
-11.5%
+65.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +1.9% |
| 7D | -19.2% | +4.2% | -23.4% | -15.6% |
| 30D | -43.1% | +20.1% | -63.2% | -31.8% |
| 3M | -40.7% | +7.6% | -48.3% | -34.0% |
| 6M | -55.0% | +4.2% | -59.2% | -49.2% |
| YTD | +50.6% | -8.1% | +58.7% | +68.2% |
| 1Y | +54.0% | -11.5% | +65.5% | +66.2% |
| All | +54.0% | -11.5% | +65.4% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling