+46.6%
DOW vs OTIS
+91.3%
-44.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.9% |
| 7D | -1.4% | -3.0% | +1.6% | 0.0% |
| 30D | -3.9% | -6.0% | +2.1% | -1.2% |
| 3M | -12.7% | -0.9% | -11.8% | -12.8% |
| 6M | -13.7% | -17.3% | +3.6% | -6.7% |
| YTD | +28.4% | -19.6% | +48.0% | +40.5% |
| 1Y | +21.8% | -21.0% | +42.8% | +34.7% |
| 3Y | -35.7% | -12.1% | -23.6% | -33.6% |
| 5Y | -36.8% | -17.1% | -19.7% | -34.0% |
| All | +46.6% | +91.3% | -44.6% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling