+0.6%
OTIS vs DG
-35.8%
+36.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +12.8% | +3.2% | +9.6% | +12.2% |
| 3M | +7.4% | +10.4% | -3.0% | +5.8% |
| 6M | +7.7% | +33.2% | -25.4% | +3.4% |
| YTD | -9.3% | +3.0% | -12.2% | -10.2% |
| 1Y | -12.1% | +31.2% | -43.3% | -15.8% |
| 3Y | +0.6% | +21.8% | -21.2% | -5.8% |
| All | +0.6% | -35.8% | +36.5% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling