-10.6%
OTIS vs RBA
+29.1%
-39.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | -4.7% | -13.2% | +8.5% | -2.4% |
| 3M | +1.2% | -21.4% | +22.6% | +5.2% |
| 6M | -20.5% | -20.9% | +0.3% | -17.6% |
| YTD | -18.4% | -19.9% | +1.4% | -16.1% |
| 1Y | -18.1% | -28.7% | +10.6% | -13.8% |
| 3Y | -10.6% | +27.4% | -38.0% | -15.3% |
| All | -10.6% | +29.1% | -39.6% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling