+66.1%
OTIS vs DRI
+639.5%
-573.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -5.0% | -4.8% | -0.2% | -4.0% |
| 30D | -6.5% | -5.2% | -1.3% | -5.4% |
| 3M | -2.0% | +2.7% | -4.7% | -2.7% |
| 6M | -20.2% | +3.6% | -23.8% | -21.0% |
| YTD | -21.0% | +15.4% | -36.4% | -23.6% |
| 1Y | -20.9% | +1.3% | -22.1% | -21.5% |
| 3Y | -13.3% | +53.1% | -66.4% | -22.0% |
| 5Y | -18.5% | +64.6% | -83.1% | -28.4% |
| All | +66.1% | +639.5% | -573.4% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling