+324.3%
DOCN vs OTIS
-12.6%
+336.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.1% | -0.7% | +1.9% | +1.4% |
| 30D | -9.6% | -2.0% | -7.6% | -9.2% |
| 3M | -37.7% | +2.6% | -40.3% | -39.2% |
| 6M | +115.2% | -20.9% | +136.1% | +139.8% |
| YTD | +133.7% | -17.1% | +150.8% | +151.8% |
| 1Y | +250.2% | -15.9% | +266.1% | +271.9% |
| All | +324.3% | -12.6% | +336.9% | +237.9% |
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