+66.4%
DOCN vs OTIS
+29.9%
+36.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.4% | -15.5% | -15.6% |
| 7D | -29.3% | +6.5% | -35.8% | -32.4% |
| 30D | -46.0% | +19.6% | -65.7% | -53.0% |
| 3M | -43.2% | +9.4% | -52.6% | -47.7% |
| 6M | -53.7% | +6.4% | -60.1% | -57.5% |
| YTD | +46.9% | -7.5% | +54.4% | +50.3% |
| 1Y | +54.3% | -11.0% | +65.3% | +63.6% |
| 3Y | +185.5% | +5.2% | +180.4% | +129.4% |
| 5Y | -31.1% | +5.7% | -36.8% | -43.7% |
| All | +66.4% | +29.9% | +36.5% | +31.4% |
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