+71.4%
OTIS vs DBX
+107.4%
-36.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | -4.7% | -2.9% | -1.9% | -4.4% |
| 3M | +1.2% | +23.8% | -22.6% | -2.1% |
| 6M | -20.5% | +26.2% | -46.7% | -23.7% |
| YTD | -18.4% | +21.6% | -40.1% | -21.3% |
| 1Y | -18.1% | +11.4% | -29.5% | -20.0% |
| 3Y | -10.6% | +21.3% | -31.8% | -15.8% |
| 5Y | -16.1% | +6.7% | -22.7% | -23.0% |
| All | +71.4% | +107.4% | -36.0% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling