+69.1%
OTIS vs DVA
+144.2%
-75.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -3.0% | -1.3% | -1.6% | -2.8% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -0.9% | -10.9% | +10.1% | +0.3% |
| 6M | -17.3% | +17.3% | -34.6% | -19.7% |
| YTD | -19.6% | +59.8% | -79.4% | -25.4% |
| 1Y | -21.0% | +36.3% | -57.3% | -25.2% |
| 3Y | -12.1% | +88.6% | -100.7% | -21.4% |
| 5Y | -17.1% | +47.5% | -64.6% | -23.7% |
| All | +69.1% | +144.2% | -75.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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