-12.1%
OTIS vs DTE
+43.4%
-55.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | -3.0% | -2.6% | -0.4% | -2.0% |
| 30D | -6.0% | -4.4% | -1.6% | -4.4% |
| 3M | -0.9% | -8.3% | +7.5% | +2.6% |
| 6M | -17.3% | -8.1% | -9.3% | -14.6% |
| YTD | -19.6% | +4.4% | -24.0% | -20.8% |
| 1Y | -21.0% | +0.2% | -21.2% | -21.2% |
| 3Y | -12.1% | +42.6% | -54.7% | -21.4% |
| All | -12.1% | +43.4% | -55.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling