-12.1%
OTIS vs RCAT
-54.8%
+42.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.0% |
| 7D | -1.3% | -5.9% | +4.7% | -1.4% |
| 30D | +12.8% | -19.7% | +32.4% | +12.4% |
| 3M | +7.4% | -62.9% | +70.2% | +6.1% |
| 6M | +7.7% | -59.6% | +67.3% | +6.4% |
| YTD | -9.3% | -52.1% | +42.8% | -11.3% |
| 1Y | -12.1% | -50.9% | +38.8% | -13.9% |
| All | -12.1% | -54.8% | +42.7% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling