-15.9%
OTIS vs DRI
+6.9%
-22.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -2.0% | +3.8% | -5.8% | -3.1% |
| 3M | +2.6% | +13.0% | -10.4% | -1.2% |
| 6M | -20.9% | +8.3% | -29.2% | -23.0% |
| YTD | -17.1% | +20.6% | -37.7% | -21.0% |
| 1Y | -15.9% | +6.5% | -22.4% | -19.3% |
| All | -15.9% | +6.9% | -22.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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