-54.2%
DOCS vs OTIS
+4.5%
-58.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.7% |
| 7D | -0.8% | +4.2% | -5.0% | -2.9% |
| 30D | +17.4% | +20.1% | -2.7% | +6.5% |
| 3M | +57.4% | +7.6% | +49.8% | +51.1% |
| 6M | +26.5% | +4.2% | +22.4% | +23.4% |
| YTD | -26.6% | -8.1% | -18.5% | -23.8% |
| 1Y | -48.1% | -11.5% | -36.5% | -44.8% |
| 3Y | +52.6% | +3.8% | +48.8% | +30.4% |
| All | -54.2% | +4.5% | -58.7% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling