+91.2%
OTIS vs DAR
+270.2%
-179.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +1.7% | -3.8% | +5.5% | +2.3% |
| 30D | +18.5% | -14.4% | +32.9% | +21.1% |
| 3M | +7.9% | -17.9% | +25.8% | +10.8% |
| 6M | +5.7% | -18.3% | +24.0% | +8.3% |
| YTD | -9.1% | +43.2% | -52.3% | -15.9% |
| 1Y | -11.6% | +57.7% | -69.3% | -19.8% |
| 3Y | +0.6% | +22.7% | -22.2% | -7.5% |
| 5Y | +1.8% | -34.0% | +35.9% | +4.0% |
| All | +91.2% | +270.2% | -179.0% | +13.0% |
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