+74.2%
OTIS vs DECK
+464.0%
-389.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | -2.0% | -13.6% | +11.6% | +0.2% |
| 3M | +2.6% | -21.2% | +23.8% | +6.3% |
| 6M | -20.9% | -21.1% | +0.2% | -18.2% |
| YTD | -17.1% | -17.2% | +0.1% | -15.3% |
| 1Y | -15.9% | -30.7% | +14.8% | -12.0% |
| 3Y | -12.7% | -3.4% | -9.4% | -19.7% |
| 5Y | -15.7% | +25.5% | -41.3% | -29.6% |
| All | +74.2% | +464.0% | -389.8% | +17.3% |
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