+74.2%
OTIS vs DAR
+368.0%
-293.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | -2.0% | +12.8% | -14.8% | -4.1% |
| 3M | +2.6% | +7.4% | -4.8% | +1.0% |
| 6M | -20.9% | +22.3% | -43.2% | -24.1% |
| YTD | -17.1% | +81.1% | -98.2% | -25.9% |
| 1Y | -15.9% | +106.5% | -122.4% | -27.0% |
| 3Y | -12.7% | +5.3% | -18.0% | -15.9% |
| 5Y | -15.7% | -11.5% | -4.2% | -18.0% |
| All | +74.2% | +368.0% | -293.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling