+69.1%
OTIS vs DGX
+247.8%
-178.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | -6.0% | -1.2% | -4.9% | -5.7% |
| 3M | -0.9% | +15.8% | -16.6% | -4.7% |
| 6M | -17.3% | +18.2% | -35.5% | -21.0% |
| YTD | -19.6% | +37.2% | -56.8% | -26.2% |
| 1Y | -21.0% | +30.4% | -51.4% | -26.7% |
| 3Y | -12.1% | +96.7% | -108.8% | -26.7% |
| 5Y | -17.1% | +67.2% | -84.2% | -29.3% |
| All | +69.1% | +247.8% | -178.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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