-50.3%
DOCS vs OTIS
-4.1%
-46.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.0% |
| 30D | +21.8% | -2.0% | +23.8% | +23.1% |
| 3M | +27.3% | +2.6% | +24.7% | +25.3% |
| 6M | -0.3% | -20.9% | +20.6% | +12.8% |
| YTD | -40.5% | -17.1% | -23.4% | -34.6% |
| 1Y | -61.5% | -15.9% | -45.6% | -58.2% |
| 3Y | +8.2% | -12.7% | +20.9% | +5.0% |
| 5Y | -73.4% | -15.7% | -57.7% | -74.7% |
| All | -50.3% | -4.1% | -46.2% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling