+90.7%
OTIS vs DAR
+301.9%
-211.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -1.3% | +11.6% | -12.8% | -3.0% |
| 30D | +12.8% | -10.2% | +23.0% | +14.5% |
| 3M | +7.4% | -14.8% | +22.2% | +9.7% |
| 6M | +7.7% | -10.1% | +17.8% | +8.7% |
| YTD | -9.3% | +55.5% | -64.8% | -17.2% |
| 1Y | -12.1% | +61.7% | -73.8% | -20.5% |
| 3Y | +0.6% | +37.2% | -36.5% | -9.2% |
| 5Y | -1.1% | -26.9% | +25.8% | -0.6% |
| All | +90.7% | +301.9% | -211.2% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling