-16.1%
OTIS vs RCAT
+192.8%
-208.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.6% |
| 7D | -0.8% | +5.4% | -6.2% | -0.8% |
| 30D | -4.7% | -5.6% | +0.9% | -4.7% |
| 3M | +1.2% | -30.2% | +31.4% | +1.5% |
| 6M | -20.5% | -43.4% | +22.9% | -20.3% |
| YTD | -18.4% | +9.6% | -28.1% | -19.0% |
| 1Y | -18.1% | -2.0% | -16.1% | -18.8% |
| 3Y | -10.6% | +825.0% | -835.6% | -15.9% |
| 5Y | -16.1% | +199.8% | -215.9% | -20.7% |
| All | -16.1% | +192.8% | -208.8% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling