+952.7%
DVN vs OTIS
+87.9%
+864.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.2% | +3.0% |
| 7D | +2.5% | -5.0% | +7.5% | +4.8% |
| 30D | +10.2% | -6.5% | +16.7% | +13.3% |
| 3M | +8.1% | -2.0% | +10.1% | +8.3% |
| 6M | +15.9% | -20.2% | +36.1% | +26.9% |
| YTD | +38.2% | -21.0% | +59.2% | +51.9% |
| 1Y | +44.5% | -20.9% | +65.3% | +58.4% |
| 3Y | +5.1% | -13.3% | +18.5% | +6.4% |
| 5Y | +124.3% | -18.5% | +142.8% | +131.0% |
| All | +952.7% | +87.9% | +864.8% | +700.9% |
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