-15.9%
OTIS vs DRI
+71.2%
-87.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -0.8% | -1.2% | +0.5% | -0.4% |
| 30D | -4.7% | -0.4% | -4.3% | -4.7% |
| 3M | +1.2% | +9.5% | -8.3% | -1.9% |
| 6M | -20.5% | +6.5% | -27.0% | -22.4% |
| YTD | -18.4% | +18.4% | -36.9% | -23.2% |
| 1Y | -18.1% | +4.2% | -22.3% | -19.9% |
| 3Y | -10.6% | +57.1% | -67.6% | -25.5% |
| All | -15.9% | +71.2% | -87.1% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling