+1.0%
OTIS vs DOC
-20.4%
+21.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.9% | +1.0% | -3.9% | -3.2% |
| 30D | +16.1% | +8.1% | +8.0% | +13.2% |
| 3M | +6.7% | +0.9% | +5.8% | +6.3% |
| 6M | +6.0% | +6.3% | -0.3% | +3.7% |
| YTD | -9.8% | +33.8% | -43.6% | -18.9% |
| 1Y | -12.3% | +21.6% | -34.0% | -18.5% |
| 3Y | -0.2% | +53.4% | -53.6% | -17.5% |
| 5Y | +1.0% | -21.0% | +22.0% | +14.2% |
| All | +1.0% | -20.4% | +21.3% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling