+94.5%
OTIS vs DOCU
+3.1%
+91.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | +6.5% | -3.2% | +9.8% | +6.9% |
| 30D | +19.6% | +15.7% | +3.9% | +18.0% |
| 3M | +9.4% | +37.3% | -27.9% | +5.9% |
| 6M | +6.4% | +63.1% | -56.7% | +1.1% |
| YTD | -7.5% | +15.4% | -22.8% | -9.5% |
| 1Y | -11.0% | +11.3% | -22.3% | -12.7% |
| 3Y | +5.2% | +92.1% | -86.9% | -5.3% |
| 5Y | +5.7% | -70.5% | +76.2% | +4.6% |
| All | +94.5% | +3.1% | +91.4% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling