-2.1%
OTIS vs RACE
+62.4%
-64.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | -3.0% | -4.0% | +1.0% | -1.8% |
| 30D | +14.0% | +3.5% | +10.4% | +12.8% |
| 3M | +4.9% | -0.4% | +5.3% | +4.8% |
| 6M | +5.4% | +23.2% | -17.8% | -1.5% |
| YTD | -10.2% | +11.0% | -21.2% | -13.9% |
| 1Y | -13.4% | -2.2% | -11.2% | -13.7% |
| 3Y | -0.7% | +22.5% | -23.2% | -14.1% |
| 5Y | -2.1% | +63.2% | -65.3% | -29.1% |
| All | -2.1% | +62.4% | -64.5% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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