+71.4%
OTIS vs DG
-5.7%
+77.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.1% |
| 7D | -0.8% | -2.5% | +1.7% | -0.4% |
| 30D | -4.7% | +1.0% | -5.7% | -4.9% |
| 3M | +1.2% | +20.3% | -19.1% | -1.4% |
| 6M | -20.5% | -11.7% | -8.8% | -19.5% |
| YTD | -18.4% | -2.3% | -16.1% | -18.6% |
| 1Y | -18.1% | +20.0% | -38.1% | -20.7% |
| 3Y | -10.6% | +7.2% | -17.8% | -14.4% |
| 5Y | -16.1% | -37.9% | +21.8% | -11.1% |
| All | +71.4% | -5.7% | +77.1% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling