+69.1%
OTIS vs RGEN
+71.9%
-2.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -3.0% | -1.4% | -1.5% | -2.8% |
| 30D | -6.0% | -0.3% | -5.7% | -6.0% |
| 3M | -0.9% | +23.9% | -24.8% | -3.7% |
| 6M | -17.3% | +38.5% | -55.9% | -21.0% |
| YTD | -19.6% | +0.8% | -20.4% | -20.3% |
| 1Y | -21.0% | +38.2% | -59.2% | -25.0% |
| 3Y | -12.1% | +1.3% | -13.4% | -15.6% |
| 5Y | -17.1% | -44.0% | +26.9% | -18.9% |
| All | +69.1% | +71.9% | -2.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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