+3.8%
OTIS vs D
+79.5%
-75.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +4.2% | +3.0% | +1.3% | +3.3% |
| 30D | +20.1% | +11.5% | +8.6% | +16.3% |
| 3M | +7.6% | +3.7% | +3.9% | +6.3% |
| 6M | +4.2% | +13.5% | -9.4% | +0.2% |
| YTD | -8.1% | +20.7% | -28.8% | -13.3% |
| 1Y | -11.5% | +18.2% | -29.7% | -16.1% |
| 3Y | +3.8% | +73.3% | -69.5% | -9.4% |
| All | +3.8% | +79.5% | -75.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling