+69.6%
OTIS vs RBA
+235.8%
-166.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | -4.3% | -13.0% | +8.6% | -1.4% |
| 3M | -2.2% | -23.1% | +20.9% | +3.4% |
| 6M | -19.9% | -22.6% | +2.7% | -15.6% |
| YTD | -19.3% | -20.4% | +1.1% | -15.9% |
| 1Y | -19.6% | -29.6% | +10.0% | -13.8% |
| 3Y | -11.5% | +26.6% | -38.1% | -18.9% |
| 5Y | -16.8% | +38.2% | -55.0% | -27.2% |
| All | +69.6% | +235.8% | -166.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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