-11.8%
OTIS vs RGEN
+2.1%
-13.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -2.2% | -4.6% | +2.4% | -1.7% |
| 30D | -4.3% | +1.2% | -5.5% | -4.5% |
| 3M | -2.2% | +26.8% | -29.0% | -4.6% |
| 6M | -19.9% | +29.1% | -49.0% | -22.2% |
| YTD | -19.3% | +0.7% | -20.1% | -19.9% |
| 1Y | -19.6% | +39.1% | -58.6% | -22.9% |
| All | -11.8% | +2.1% | -13.9% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling