-54.8%
DOCS vs OTIS
-0.1%
-54.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +0.1% | -3.0% | +3.0% | +1.6% |
| 30D | +8.7% | +14.0% | -5.3% | +1.3% |
| 3M | +32.9% | +4.9% | +27.9% | +29.2% |
| 6M | +25.5% | +5.4% | +20.2% | +21.6% |
| YTD | -25.0% | -10.2% | -14.8% | -21.2% |
| 1Y | -34.9% | -13.4% | -21.5% | -30.0% |
| 3Y | +39.3% | -0.7% | +40.0% | +22.5% |
| 5Y | -54.8% | -2.1% | -52.7% | -62.7% |
| All | -54.8% | -0.1% | -54.7% | -62.7% |
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