-10.1%
OTIS vs DOC
+21.8%
-31.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.7% | +3.2% |
| 7D | +9.5% | +8.7% | +0.8% | +7.7% |
| 30D | +21.1% | +7.6% | +13.5% | +19.3% |
| 3M | +9.0% | -5.3% | +14.3% | +9.7% |
| 6M | +6.4% | +27.6% | -21.2% | +2.5% |
| YTD | -7.1% | +32.4% | -39.5% | -10.4% |
| 1Y | -10.1% | +22.9% | -33.0% | -12.2% |
| All | -10.1% | +21.8% | -31.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling