+957.1%
DVN vs OTIS
+91.3%
+865.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.4% |
| 7D | +4.5% | -3.0% | +7.5% | +5.9% |
| 30D | +12.0% | -6.0% | +18.0% | +14.9% |
| 3M | +13.4% | -0.9% | +14.3% | +13.1% |
| 6M | +12.1% | -17.3% | +29.4% | +20.8% |
| YTD | +38.8% | -19.6% | +58.4% | +51.4% |
| 1Y | +46.0% | -21.0% | +67.1% | +60.5% |
| 3Y | +9.5% | -12.1% | +21.6% | +10.2% |
| 5Y | +125.3% | -17.1% | +142.3% | +130.2% |
| All | +957.1% | +91.3% | +865.9% | +698.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling