-26.7%
DT vs OTIS
-19.0%
-7.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +2.8% |
| 7D | -2.5% | -5.0% | +2.5% | +0.3% |
| 30D | +3.5% | -6.5% | +10.0% | +7.4% |
| 3M | +26.7% | -2.0% | +28.7% | +27.4% |
| 6M | +36.1% | -20.2% | +56.3% | +53.4% |
| YTD | +18.6% | -21.0% | +39.6% | +33.8% |
| 1Y | +7.9% | -20.9% | +28.7% | +21.2% |
| 3Y | +8.6% | -13.3% | +21.9% | +5.0% |
| 5Y | -26.7% | -18.5% | -8.1% | -29.8% |
| All | -26.7% | -19.0% | -7.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling