+66.1%
OTIS vs RCAT
+1,920.0%
-1,853.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -5.0% | -5.4% | +0.4% | -5.0% |
| 30D | -6.5% | -24.2% | +17.7% | -6.2% |
| 3M | -2.0% | -25.8% | +23.9% | -1.7% |
| 6M | -20.2% | -44.9% | +24.7% | -19.9% |
| YTD | -21.0% | +1.9% | -22.9% | -21.4% |
| 1Y | -20.9% | -5.2% | -15.7% | -21.5% |
| 3Y | -13.3% | +759.6% | -772.9% | -17.8% |
| 5Y | -18.5% | +187.5% | -206.1% | -22.3% |
| All | +66.1% | +1,920.0% | -1,853.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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