-37.1%
DOCS vs OTIS
+5.0%
-42.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +2.6% | -1.3% | +3.8% | +3.2% |
| 30D | +11.4% | +12.8% | -1.4% | +4.5% |
| 3M | +25.4% | +7.4% | +18.0% | +20.5% |
| 6M | +42.5% | +7.7% | +34.8% | +36.3% |
| YTD | -24.7% | -9.3% | -15.4% | -21.3% |
| 1Y | -32.9% | -12.1% | -20.8% | -28.6% |
| 3Y | +39.6% | +0.6% | +39.0% | +23.1% |
| 5Y | -54.6% | -1.1% | -53.5% | -61.4% |
| All | -37.1% | +5.0% | -42.1% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling