-34.9%
DOW vs OTIS
-12.0%
-22.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -6.0% | -2.2% | -3.9% | -5.3% |
| 30D | -2.7% | -4.3% | +1.6% | -1.2% |
| 3M | -10.5% | -2.2% | -8.3% | -10.2% |
| 6M | -12.4% | -19.9% | +7.5% | -4.0% |
| YTD | +30.0% | -19.3% | +49.4% | +41.3% |
| 1Y | +27.8% | -19.6% | +47.4% | +39.4% |
| All | -34.9% | -12.0% | -22.9% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling