-16.5%
OTIS vs DKS
+13.6%
-30.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | -3.0% | -3.0% | 0.0% | -2.5% |
| 30D | -6.0% | -33.4% | +27.4% | -1.1% |
| 3M | -0.9% | -39.4% | +38.5% | +5.8% |
| 6M | -17.3% | -30.1% | +12.8% | -13.9% |
| YTD | -19.6% | -31.0% | +11.4% | -16.2% |
| 1Y | -21.0% | -40.2% | +19.1% | -16.1% |
| 3Y | -12.1% | +30.9% | -43.0% | -21.4% |
| All | -16.5% | +13.6% | -30.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling