+52.6%
DOCS vs OTIS
+4.7%
+48.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | -0.8% | +4.2% | -5.0% | -1.6% |
| 30D | +17.4% | +20.1% | -2.7% | +12.7% |
| 3M | +57.4% | +7.6% | +49.8% | +54.8% |
| 6M | +26.5% | +4.2% | +22.4% | +25.3% |
| YTD | -26.6% | -8.1% | -18.5% | -25.3% |
| 1Y | -48.1% | -11.5% | -36.5% | -46.7% |
| 3Y | +52.6% | +3.8% | +48.8% | +9.5% |
| All | +52.6% | +4.7% | +48.0% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling