+203.9%
DOCN vs OTIS
+4.7%
+199.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | -19.2% | +4.2% | -23.4% | -19.3% |
| 30D | -43.1% | +20.1% | -63.2% | -44.3% |
| 3M | -40.7% | +7.6% | -48.3% | -40.8% |
| 6M | -55.0% | +4.2% | -59.2% | -54.7% |
| YTD | +50.6% | -8.1% | +58.7% | +59.8% |
| 1Y | +54.0% | -11.5% | +65.5% | +66.9% |
| 3Y | +203.9% | +3.8% | +200.1% | +214.2% |
| All | +203.9% | +4.7% | +199.2% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling