-13.4%
OTIS vs DOCU
-78.0%
+64.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.8% |
| 7D | -0.7% | +6.9% | -7.6% | -1.4% |
| 30D | -2.0% | +19.0% | -21.0% | -3.9% |
| 3M | +2.6% | +34.3% | -31.7% | -0.9% |
| 6M | -20.9% | +48.0% | -68.9% | -24.7% |
| YTD | -17.1% | 0.0% | -17.1% | -17.8% |
| 1Y | -15.9% | -10.3% | -5.6% | -15.8% |
| 3Y | -12.7% | +32.4% | -45.1% | -19.4% |
| All | -13.4% | -78.0% | +64.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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