+74.2%
OTIS vs D
+9.1%
+65.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.7% | +1.5% | -2.2% | -1.2% |
| 30D | -2.0% | -2.6% | +0.6% | -1.2% |
| 3M | +2.6% | 0.0% | +2.6% | +2.5% |
| 6M | -20.9% | +7.4% | -28.3% | -23.0% |
| YTD | -17.1% | +15.9% | -33.0% | -21.3% |
| 1Y | -15.9% | +18.1% | -34.0% | -20.8% |
| 3Y | -12.7% | +58.4% | -71.1% | -26.4% |
| 5Y | -15.7% | +5.2% | -20.9% | -17.9% |
| All | +74.2% | +9.1% | +65.1% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling