+66.1%
OTIS vs DAR
+376.5%
-310.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -5.0% | +0.9% | -6.0% | -5.2% |
| 30D | -6.5% | +6.4% | -12.9% | -7.6% |
| 3M | -2.0% | +13.2% | -15.2% | -4.3% |
| 6M | -20.2% | +26.2% | -46.4% | -23.8% |
| YTD | -21.0% | +84.4% | -105.3% | -29.6% |
| 1Y | -20.9% | +112.0% | -132.9% | -31.6% |
| 3Y | -13.3% | +13.4% | -26.7% | -17.7% |
| 5Y | -18.5% | -6.0% | -12.5% | -21.7% |
| All | +66.1% | +376.5% | -310.3% | -5.4% |
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