+144.6%
DT vs OTIS
+91.3%
+53.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.5% |
| 7D | -1.6% | -3.0% | +1.4% | -0.3% |
| 30D | +3.0% | -6.0% | +9.1% | +5.9% |
| 3M | +26.5% | -0.9% | +27.4% | +26.5% |
| 6M | +35.9% | -17.3% | +53.3% | +47.0% |
| YTD | +17.8% | -19.6% | +37.4% | +28.6% |
| 1Y | +4.1% | -21.0% | +25.1% | +14.4% |
| 3Y | +5.3% | -12.1% | +17.4% | +6.3% |
| 5Y | -27.2% | -17.1% | -10.1% | -26.8% |
| All | +144.6% | +91.3% | +53.3% | +114.1% |
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 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