-15.9%
OTIS vs DOV
+11.5%
-27.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -0.7% | -2.7% | +1.9% | +0.1% |
| 30D | -2.0% | -8.1% | +6.1% | +0.7% |
| 3M | +2.6% | -9.4% | +12.0% | +5.6% |
| 6M | -20.9% | -12.6% | -8.3% | -17.7% |
| YTD | -17.1% | -0.5% | -16.6% | -17.3% |
| 1Y | -15.9% | +9.2% | -25.2% | -18.0% |
| All | -15.9% | +11.5% | -27.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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