-12.1%
OTIS vs DRI
+34.4%
-46.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -1.3% | +1.1% | -2.3% | -1.7% |
| 30D | +12.8% | +9.7% | +3.1% | +9.2% |
| 3M | +7.4% | +3.2% | +4.2% | +5.9% |
| 6M | +7.7% | +20.6% | -12.9% | +0.7% |
| YTD | -9.3% | +28.3% | -37.5% | -16.4% |
| 1Y | -12.1% | +34.5% | -46.6% | -20.4% |
| All | -12.1% | +34.4% | -46.6% | -20.4% |
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