-13.6%
OTIS vs DINO
+97.4%
-111.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -5.0% | +1.5% | -6.5% | -5.1% |
| 30D | -6.5% | +25.9% | -32.4% | -7.5% |
| 3M | -2.0% | +53.2% | -55.1% | -4.1% |
| 6M | -20.2% | +105.5% | -125.6% | -24.0% |
| YTD | -21.0% | +139.2% | -160.2% | -26.3% |
| 1Y | -20.9% | +117.4% | -138.2% | -25.5% |
| All | -13.6% | +97.4% | -111.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 3y: compounded portfolio wealth divided by compounded DINO 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…
3y analysis · Full analysis span regression · 6 months rolling