+95.2%
OTIS vs DECK
+485.7%
-390.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.0% | -2.1% | +2.9% |
| 7D | +9.5% | +10.4% | -0.9% | +7.8% |
| 30D | +21.1% | +11.1% | +10.0% | +19.0% |
| 3M | +9.0% | -10.8% | +19.8% | +10.8% |
| 6M | +6.4% | -8.7% | +15.2% | +7.6% |
| YTD | -7.1% | -14.0% | +6.9% | -5.8% |
| 1Y | -10.1% | +12.0% | -22.2% | -12.8% |
| 3Y | +5.6% | -10.5% | +16.0% | -0.7% |
| 5Y | +5.9% | +28.5% | -22.6% | -11.6% |
| All | +95.2% | +485.7% | -390.5% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling