+74.2%
OTIS vs RCAT
+1,992.5%
-1,918.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -2.0% | -3.3% | +1.4% | -2.0% |
| 3M | +2.6% | -43.2% | +45.8% | +3.1% |
| 6M | -20.9% | -43.2% | +22.3% | -20.7% |
| YTD | -17.1% | +5.5% | -22.7% | -17.6% |
| 1Y | -15.9% | -1.6% | -14.3% | -16.6% |
| 3Y | -12.7% | +773.7% | -786.4% | -17.2% |
| 5Y | -15.7% | +187.6% | -203.4% | -19.6% |
| All | +74.2% | +1,992.5% | -1,918.3% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling