+8.9%
DOCS vs OTIS
-12.6%
+21.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | +21.8% | -2.0% | +23.8% | +22.4% |
| 3M | +27.3% | +2.6% | +24.7% | +26.6% |
| 6M | -0.3% | -20.9% | +20.6% | +5.6% |
| YTD | -40.5% | -17.1% | -23.4% | -37.7% |
| 1Y | -61.5% | -15.9% | -45.6% | -59.9% |
| All | +8.9% | -12.6% | +21.6% | -10.5% |
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