-12.1%
OTIS vs DLTR
+1.4%
-13.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -3.0% | -10.1% | +7.1% | -2.0% |
| 30D | -6.0% | -8.1% | +2.1% | -5.3% |
| 3M | -0.9% | +2.9% | -3.7% | -1.2% |
| 6M | -17.3% | +4.3% | -21.7% | -17.8% |
| YTD | -19.6% | -3.9% | -15.6% | -19.5% |
| 1Y | -21.0% | +18.9% | -39.9% | -22.4% |
| 3Y | -12.1% | +1.9% | -14.0% | -15.4% |
| All | -12.1% | +1.4% | -13.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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