-10.1%
OTIS vs DAR
+63.3%
-73.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.3% | +3.6% |
| 7D | +9.5% | -5.7% | +15.2% | +8.9% |
| 30D | +21.1% | -16.6% | +37.7% | +19.2% |
| 3M | +9.0% | -13.1% | +22.1% | +7.5% |
| 6M | +6.4% | -18.8% | +25.2% | +5.3% |
| YTD | -7.1% | +45.3% | -52.4% | -12.6% |
| 1Y | -10.1% | +60.6% | -70.8% | -16.5% |
| All | -10.1% | +63.3% | -73.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling