+69.6%
OTIS vs DLTR
+80.4%
-10.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.5% |
| 7D | -2.2% | -10.2% | +8.1% | -0.8% |
| 30D | -4.3% | -8.5% | +4.2% | -3.3% |
| 3M | -2.2% | +5.6% | -7.7% | -3.0% |
| 6M | -19.9% | +2.2% | -22.1% | -20.5% |
| YTD | -19.3% | -3.8% | -15.6% | -19.4% |
| 1Y | -19.6% | +22.9% | -42.5% | -22.3% |
| 3Y | -11.5% | +2.0% | -13.6% | -13.8% |
| 5Y | -16.8% | +29.8% | -46.6% | -21.3% |
| All | +69.6% | +80.4% | -10.8% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling