-12.1%
OTIS vs DAR
+61.9%
-74.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.2% |
| 7D | -1.3% | +11.6% | -12.8% | -0.1% |
| 30D | +12.8% | -10.2% | +23.0% | +11.9% |
| 3M | +7.4% | -14.8% | +22.2% | +6.1% |
| 6M | +7.7% | -10.1% | +17.8% | +7.3% |
| YTD | -9.3% | +55.5% | -64.8% | -14.6% |
| 1Y | -12.1% | +61.7% | -73.8% | -17.5% |
| All | -12.1% | +61.9% | -74.0% | -17.5% |
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