+69.6%
OTIS vs DVA
+146.2%
-76.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | -2.2% | +2.0% | -4.2% | -2.4% |
| 30D | -4.3% | -0.4% | -4.0% | -4.3% |
| 3M | -2.2% | -7.7% | +5.5% | -1.5% |
| 6M | -19.9% | +20.0% | -39.9% | -22.4% |
| YTD | -19.3% | +61.1% | -80.4% | -25.2% |
| 1Y | -19.6% | +33.9% | -53.4% | -23.6% |
| 3Y | -11.5% | +91.5% | -103.1% | -21.0% |
| 5Y | -16.8% | +41.8% | -58.5% | -22.8% |
| All | +69.6% | +146.2% | -76.6% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling