+6.4%
OTIS vs DECK
-10.2%
+16.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | 0.0% |
| 7D | +6.5% | +6.0% | +0.5% | +4.9% |
| 30D | +19.6% | +7.4% | +12.2% | +17.3% |
| 3M | +9.4% | -11.7% | +21.1% | +12.2% |
| 6M | +6.4% | -11.0% | +17.4% | +8.1% |
| All | +6.4% | -10.2% | +16.6% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling