-10.1%
OTIS vs DKS
-29.5%
+19.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.7% | -3.8% | +2.8% |
| 7D | +9.5% | +8.4% | +1.1% | +8.3% |
| 30D | +21.1% | +7.7% | +13.4% | +19.9% |
| 3M | +9.0% | -25.8% | +34.8% | +11.9% |
| 6M | +6.4% | -31.0% | +37.4% | +10.6% |
| YTD | -7.1% | -23.8% | +16.7% | -4.6% |
| 1Y | -10.1% | -29.8% | +19.7% | -7.6% |
| All | -10.1% | -29.5% | +19.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling