+89.6%
OTIS vs RBA
+295.0%
-205.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +16.1% | +9.0% | +7.1% | +13.8% |
| 3M | +6.7% | +7.2% | -0.4% | +4.8% |
| 6M | +6.0% | -7.8% | +13.8% | +7.3% |
| YTD | -9.8% | -6.4% | -3.4% | -9.5% |
| 1Y | -12.3% | -4.2% | -8.2% | -12.7% |
| 3Y | -0.2% | +64.1% | -64.3% | -13.9% |
| 5Y | +1.0% | +48.4% | -47.4% | -12.7% |
| All | +89.6% | +295.0% | -205.4% | +1.4% |
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