+140.9%
DT vs OTIS
+93.9%
+46.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.4% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | +2.7% | -4.7% | +7.4% | +4.9% |
| 3M | +20.0% | +1.2% | +18.7% | +18.9% |
| 6M | +28.0% | -20.5% | +48.5% | +41.2% |
| YTD | +16.0% | -18.4% | +34.5% | +25.9% |
| 1Y | +0.7% | -18.1% | +18.8% | +8.9% |
| 3Y | +6.2% | -10.6% | +16.7% | +6.4% |
| 5Y | -28.1% | -16.1% | -12.1% | -28.2% |
| All | +140.9% | +93.9% | +46.9% | +109.6% |
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