-53.7%
DOCN vs OTIS
+5.7%
-59.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.4% | -15.5% | -16.4% |
| 7D | -29.3% | +6.5% | -35.8% | -21.5% |
| 30D | -46.0% | +19.6% | -65.7% | -27.3% |
| 3M | -43.2% | +9.4% | -52.6% | -32.4% |
| 6M | -53.7% | +6.4% | -60.1% | -45.5% |
| All | -53.7% | +5.7% | -59.5% | -45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling