+71.4%
OTIS vs D
+9.7%
+61.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -0.8% | +0.8% | -1.5% | -1.0% |
| 30D | -4.7% | -0.7% | -4.0% | -4.5% |
| 3M | +1.2% | +2.1% | -0.9% | +0.5% |
| 6M | -20.5% | +6.8% | -27.3% | -22.4% |
| YTD | -18.4% | +16.5% | -35.0% | -22.7% |
| 1Y | -18.1% | +19.2% | -37.2% | -23.1% |
| 3Y | -10.6% | +61.9% | -72.4% | -25.2% |
| 5Y | -16.1% | +6.5% | -22.6% | -18.6% |
| All | +71.4% | +9.7% | +61.7% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling