+51.9%
DOW vs OTIS
-9.8%
+61.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -2.9% |
| 7D | -4.2% | +9.5% | -13.7% | -3.6% |
| 30D | +14.7% | +21.1% | -6.4% | +16.7% |
| 3M | +9.1% | +9.0% | +0.1% | +9.1% |
| 6M | -17.7% | +6.4% | -24.1% | -17.3% |
| YTD | +44.6% | -7.1% | +51.7% | +43.9% |
| 1Y | +51.9% | -10.1% | +62.0% | +57.9% |
| All | +51.9% | -9.8% | +61.7% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling