+74.2%
OTIS vs DD
+274.1%
-199.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -0.7% | -3.5% | +2.8% | +0.5% |
| 30D | -2.0% | -10.3% | +8.3% | +1.8% |
| 3M | +2.6% | -7.5% | +10.1% | +5.1% |
| 6M | -20.9% | -8.0% | -12.9% | -19.2% |
| YTD | -17.1% | +10.5% | -27.6% | -21.2% |
| 1Y | -15.9% | +38.3% | -54.2% | -26.9% |
| 3Y | -12.7% | +42.5% | -55.2% | -26.9% |
| 5Y | -15.7% | +60.2% | -75.9% | -33.9% |
| All | +74.2% | +274.1% | -199.9% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling