+69.1%
OTIS vs DD
+261.0%
-191.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | -3.0% | -3.5% | +0.5% | -1.7% |
| 30D | -6.0% | -11.7% | +5.6% | -1.9% |
| 3M | -0.9% | -9.2% | +8.4% | +2.3% |
| 6M | -17.3% | -7.2% | -10.1% | -15.9% |
| YTD | -19.6% | +6.6% | -26.2% | -22.6% |
| 1Y | -21.0% | +32.0% | -53.0% | -30.2% |
| 3Y | -12.1% | +42.1% | -54.2% | -26.4% |
| 5Y | -17.1% | +58.1% | -75.1% | -34.7% |
| All | +69.1% | +261.0% | -191.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling