+69.1%
OTIS vs DG
-8.1%
+77.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | -3.0% | -6.5% | +3.5% | -2.1% |
| 30D | -6.0% | +4.2% | -10.2% | -6.6% |
| 3M | -0.9% | +9.5% | -10.4% | -2.2% |
| 6M | -17.3% | -13.1% | -4.2% | -16.1% |
| YTD | -19.6% | -4.8% | -14.7% | -19.4% |
| 1Y | -21.0% | +20.6% | -41.6% | -23.6% |
| 3Y | -12.1% | +4.9% | -17.0% | -15.6% |
| 5Y | -17.1% | -37.9% | +20.8% | -12.2% |
| All | +69.1% | -8.1% | +77.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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