+71.4%
OTIS vs DKS
+882.8%
-811.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.9% |
| 7D | -0.8% | -0.4% | -0.3% | -0.7% |
| 30D | -4.7% | -36.6% | +31.9% | +1.0% |
| 3M | +1.2% | -37.6% | +38.8% | +7.5% |
| 6M | -20.5% | -32.1% | +11.6% | -16.9% |
| YTD | -18.4% | -32.3% | +13.9% | -14.8% |
| 1Y | -18.1% | -39.5% | +21.4% | -13.2% |
| 3Y | -10.6% | +27.7% | -38.2% | -18.5% |
| 5Y | -16.1% | +15.0% | -31.1% | -24.9% |
| All | +71.4% | +882.8% | -811.3% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling