-18.5%
OTIS vs DBX
+8.4%
-27.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.3% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | -6.5% | +2.8% | -9.3% | -7.1% |
| 3M | -2.0% | +26.8% | -28.7% | -6.2% |
| 6M | -20.2% | +32.8% | -52.9% | -24.7% |
| YTD | -21.0% | +26.1% | -47.1% | -24.7% |
| 1Y | -20.9% | +14.1% | -35.0% | -23.2% |
| 3Y | -13.3% | +25.7% | -39.0% | -20.6% |
| 5Y | -18.5% | +11.2% | -29.7% | -28.2% |
| All | -18.5% | +8.4% | -27.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling