-21.0%
OTIS vs DOV
+8.6%
-29.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -3.0% | -2.0% | -1.0% | -2.3% |
| 30D | -6.0% | -8.9% | +2.9% | -3.1% |
| 3M | -0.9% | -13.3% | +12.4% | +3.7% |
| 6M | -17.3% | -9.7% | -7.7% | -14.8% |
| YTD | -19.6% | -2.5% | -17.1% | -19.2% |
| 1Y | -21.0% | +7.2% | -28.3% | -22.2% |
| All | -21.0% | +8.6% | -29.7% | -22.2% |
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