+4.3%
DT vs OTIS
-12.0%
+16.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -0.5% | -2.2% | +1.6% | 0.0% |
| 30D | +0.1% | -4.3% | +4.4% | +1.1% |
| 3M | +24.1% | -2.2% | +26.3% | +24.6% |
| 6M | +30.1% | -19.9% | +50.0% | +37.9% |
| YTD | +16.8% | -19.3% | +36.1% | +23.1% |
| 1Y | -0.1% | -19.6% | +19.5% | +5.4% |
| All | +4.3% | -12.0% | +16.3% | -8.8% |
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