-2.1%
OTIS vs DPZ
-29.5%
+27.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -3.0% | -2.5% | -0.5% | -2.3% |
| 30D | +14.0% | +12.5% | +1.4% | +10.6% |
| 3M | +4.9% | -5.2% | +10.1% | +6.1% |
| 6M | +5.4% | +8.8% | -3.4% | +2.7% |
| YTD | -10.2% | -18.7% | +8.4% | -6.2% |
| 1Y | -13.4% | -15.7% | +2.3% | -10.4% |
| 3Y | -0.7% | -7.5% | +6.8% | -2.1% |
| 5Y | -2.1% | -30.1% | +28.0% | +4.6% |
| All | -2.1% | -29.5% | +27.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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