-12.1%
OTIS vs DKS
+30.4%
-42.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | -3.0% | -2.0% | -0.9% | -2.7% |
| 30D | -6.0% | -32.7% | +26.7% | -2.2% |
| 3M | -0.9% | -38.8% | +37.9% | +4.3% |
| 6M | -17.3% | -29.4% | +12.1% | -14.6% |
| YTD | -19.6% | -30.3% | +10.7% | -16.9% |
| 1Y | -21.0% | -39.6% | +18.6% | -17.2% |
| 3Y | -12.1% | +32.2% | -44.3% | -22.2% |
| All | -12.1% | +30.4% | -42.4% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling