+4.9%
OTIS vs DOC
+43.5%
-38.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.7% | +3.1% |
| 7D | +9.5% | +8.7% | +0.8% | +7.3% |
| 30D | +21.1% | +7.6% | +13.5% | +19.0% |
| 3M | +9.0% | -5.3% | +14.3% | +10.2% |
| 6M | +6.4% | +27.6% | -21.2% | 0.0% |
| YTD | -7.1% | +32.4% | -39.5% | -13.7% |
| 1Y | -10.1% | +22.9% | -33.0% | -14.9% |
| All | +4.9% | +43.5% | -38.6% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling