+74.2%
OTIS vs RBA
+244.9%
-170.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.7% | -2.9% | +2.2% | -0.1% |
| 30D | -2.0% | -12.3% | +10.3% | +0.8% |
| 3M | +2.6% | -20.5% | +23.1% | +7.6% |
| 6M | -20.9% | -18.5% | -2.4% | -17.7% |
| YTD | -17.1% | -18.2% | +1.1% | -14.2% |
| 1Y | -15.9% | -27.5% | +11.6% | -10.5% |
| 3Y | -12.7% | +38.1% | -50.8% | -21.8% |
| 5Y | -15.7% | +44.8% | -60.5% | -27.1% |
| All | +74.2% | +244.9% | -170.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling