-18.5%
OTIS vs DD
+57.4%
-75.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -5.0% | -2.9% | -2.1% | -4.1% |
| 30D | -6.5% | -11.5% | +5.0% | -2.5% |
| 3M | -2.0% | -5.4% | +3.4% | -0.4% |
| 6M | -20.2% | -6.9% | -13.3% | -18.9% |
| YTD | -21.0% | +6.9% | -27.9% | -24.1% |
| 1Y | -20.9% | +35.6% | -56.5% | -31.0% |
| 3Y | -13.3% | +42.5% | -55.9% | -27.8% |
| 5Y | -18.5% | +58.5% | -77.0% | -36.7% |
| All | -18.5% | +57.4% | -75.9% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling