+164.6%
DOCN vs OTIS
+16.4%
+148.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +1.1% | -0.7% | +1.9% | +1.7% |
| 30D | -9.6% | -2.0% | -7.6% | -8.6% |
| 3M | -37.7% | +2.6% | -40.3% | -40.6% |
| 6M | +115.2% | -20.9% | +136.1% | +155.1% |
| YTD | +133.7% | -17.1% | +150.8% | +162.9% |
| 1Y | +250.2% | -15.9% | +266.1% | +285.6% |
| 3Y | +320.3% | -12.7% | +333.0% | +310.1% |
| 5Y | +53.1% | -15.7% | +68.8% | +38.7% |
| All | +164.6% | +16.4% | +148.3% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling