+2.5%
OTIS vs RBA
+47.6%
-45.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.8% |
| 7D | +0.5% | +2.5% | -2.0% | 0.0% |
| 30D | +19.4% | +11.6% | +7.9% | +16.6% |
| 3M | +7.1% | +1.5% | +5.6% | +6.5% |
| 6M | +6.6% | -6.6% | +13.2% | +7.5% |
| YTD | -8.3% | -6.3% | -2.0% | -8.1% |
| 1Y | -11.6% | -4.0% | -7.6% | -12.0% |
| 3Y | +3.1% | +47.3% | -44.1% | -8.4% |
| 5Y | +2.5% | +47.7% | -45.2% | -5.0% |
| All | +2.5% | +47.6% | -45.1% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling