-16.5%
OTIS vs DOV
+14.8%
-31.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | -3.0% | -2.0% | -1.0% | -2.0% |
| 30D | -6.0% | -8.9% | +2.9% | -1.6% |
| 3M | -0.9% | -13.3% | +12.4% | +5.8% |
| 6M | -17.3% | -9.7% | -7.7% | -13.8% |
| YTD | -19.6% | -2.5% | -17.1% | -19.6% |
| 1Y | -21.0% | +7.2% | -28.3% | -25.2% |
| 3Y | -12.1% | +39.4% | -51.5% | -32.0% |
| All | -16.5% | +14.8% | -31.4% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling