+45.7%
DUK vs OTIS
-12.3%
+57.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.4% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | -2.4% | -6.0% | +3.6% | -1.1% |
| 3M | -3.0% | -0.9% | -2.1% | -2.8% |
| 6M | -6.6% | -17.3% | +10.8% | -2.9% |
| YTD | +4.6% | -19.6% | +24.1% | +9.0% |
| 1Y | +1.2% | -21.0% | +22.3% | +5.9% |
| 3Y | +45.7% | -12.1% | +57.8% | +44.1% |
| All | +45.7% | -12.3% | +57.9% | +44.1% |
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 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