+93.2%
OTIS vs DECK
+470.0%
-376.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +4.2% | +5.8% | -1.5% | +3.3% |
| 30D | +20.1% | +7.9% | +12.2% | +18.6% |
| 3M | +7.6% | -11.4% | +19.0% | +9.5% |
| 6M | +4.2% | -16.6% | +20.7% | +6.8% |
| YTD | -8.1% | -16.4% | +8.3% | -6.3% |
| 1Y | -11.5% | +8.6% | -20.2% | -13.7% |
| 3Y | +3.8% | -15.1% | +18.9% | -1.3% |
| 5Y | +5.0% | +22.9% | -17.9% | -11.8% |
| All | +93.2% | +470.0% | -376.8% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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