-13.6%
OTIS vs DOV
+35.8%
-49.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -5.0% | -1.9% | -3.1% | -4.4% |
| 30D | -6.5% | -9.9% | +3.4% | -3.0% |
| 3M | -2.0% | -12.1% | +10.2% | +2.4% |
| 6M | -20.2% | -10.4% | -9.8% | -17.3% |
| YTD | -21.0% | -3.3% | -17.7% | -20.5% |
| 1Y | -20.9% | +7.8% | -28.6% | -23.7% |
| All | -13.6% | +35.8% | -49.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling