-18.5%
OTIS vs DG
-39.4%
+20.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.9% |
| 7D | -5.0% | -6.3% | +1.3% | -4.2% |
| 30D | -6.5% | +2.4% | -8.9% | -6.8% |
| 3M | -2.0% | +12.4% | -14.4% | -3.5% |
| 6M | -20.2% | -14.9% | -5.3% | -18.8% |
| YTD | -21.0% | -6.1% | -14.9% | -20.7% |
| 1Y | -20.9% | +17.9% | -38.7% | -23.1% |
| 3Y | -13.3% | +3.1% | -16.5% | -16.6% |
| 5Y | -18.5% | -38.7% | +20.1% | -14.8% |
| All | -18.5% | -39.4% | +20.9% | -14.8% |
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