-4.2%
DT vs OTIS
-12.5%
+8.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.2% |
| 7D | +3.1% | -1.3% | +4.4% | +3.1% |
| 30D | -29.5% | +12.8% | -42.3% | -28.9% |
| 3M | -11.7% | +7.4% | -19.1% | -11.3% |
| 6M | +29.0% | +7.7% | +21.3% | +29.7% |
| YTD | +3.4% | -9.3% | +12.6% | +3.3% |
| 1Y | -4.2% | -12.1% | +7.9% | -3.3% |
| All | -4.2% | -12.5% | +8.3% | -3.3% |
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