-16.1%
OTIS vs DPZ
-30.2%
+14.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.2% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | -4.7% | -4.4% | -0.3% | -3.7% |
| 3M | +1.2% | +7.6% | -6.4% | -0.9% |
| 6M | -20.5% | -16.9% | -3.6% | -17.2% |
| YTD | -18.4% | -18.6% | +0.2% | -14.7% |
| 1Y | -18.1% | -26.7% | +8.6% | -12.2% |
| 3Y | -10.6% | -9.3% | -1.2% | -11.2% |
| 5Y | -16.1% | -31.0% | +14.9% | -9.6% |
| All | -16.1% | -30.2% | +14.1% | -9.6% |
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