+90.7%
OTIS vs RCAT
+850.0%
-759.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.1% |
| 7D | -1.3% | -5.9% | +4.7% | -1.2% |
| 30D | +12.8% | -19.7% | +32.4% | +13.0% |
| 3M | +7.4% | -62.9% | +70.2% | +8.4% |
| 6M | +7.7% | -59.6% | +67.3% | +8.4% |
| YTD | -9.3% | -52.1% | +42.8% | -9.2% |
| 1Y | -12.1% | -50.9% | +38.8% | -12.1% |
| 3Y | +0.6% | +333.8% | -333.2% | -3.9% |
| 5Y | -1.1% | +40.7% | -41.8% | -4.9% |
| All | +90.7% | +850.0% | -759.3% | +62.6% |
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 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