-27.5%
DOCN vs OTIS
-0.9%
-26.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.8% |
| 7D | +19.1% | -1.3% | +20.4% | +20.0% |
| 30D | -21.0% | +12.8% | -33.8% | -28.4% |
| 3M | -34.7% | +7.4% | -42.1% | -39.5% |
| 6M | -45.8% | +7.7% | -53.5% | -51.0% |
| YTD | +79.4% | -9.3% | +88.7% | +86.3% |
| 1Y | +91.0% | -12.1% | +103.1% | +104.5% |
| 3Y | +237.5% | +0.6% | +236.8% | +171.8% |
| All | -27.5% | -0.9% | -26.5% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling