+49.4%
DOW vs OTIS
+93.9%
-44.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.2% |
| 7D | -2.9% | -0.8% | -2.2% | -2.6% |
| 30D | +2.0% | -4.7% | +6.7% | +4.2% |
| 3M | -12.5% | +1.2% | -13.8% | -13.6% |
| 6M | -9.2% | -20.5% | +11.3% | +0.4% |
| YTD | +30.8% | -18.4% | +49.2% | +42.3% |
| 1Y | +29.4% | -18.1% | +47.5% | +40.6% |
| 3Y | -34.6% | -10.6% | -24.0% | -32.9% |
| 5Y | -35.9% | -16.1% | -19.9% | -33.4% |
| All | +49.4% | +93.9% | -44.6% | +18.1% |
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