-37.3%
DOCS vs OTIS
+4.4%
-41.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -4.2% | -2.9% | -1.3% | -2.7% |
| 30D | +8.6% | +16.1% | -7.5% | +0.3% |
| 3M | +27.2% | +6.7% | +20.5% | +22.5% |
| 6M | +26.5% | +6.0% | +20.5% | +22.1% |
| YTD | -25.0% | -9.8% | -15.2% | -21.4% |
| 1Y | -37.0% | -12.3% | -24.6% | -32.8% |
| 3Y | +39.4% | -0.2% | +39.6% | +23.7% |
| 5Y | -56.7% | +1.0% | -57.7% | -63.5% |
| All | -37.3% | +4.4% | -41.7% | -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