-2.1%
OTIS vs RGEN
-37.9%
+35.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | 0.0% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | +14.0% | -5.1% | +19.1% | +14.5% |
| 3M | +4.9% | +0.5% | +4.4% | +4.3% |
| 6M | +5.4% | +46.6% | -41.2% | -0.6% |
| YTD | -10.2% | +1.6% | -11.8% | -11.5% |
| 1Y | -13.4% | +5.4% | -18.8% | -15.1% |
| 3Y | -0.7% | +12.8% | -13.6% | -6.7% |
| 5Y | -2.1% | -35.6% | +33.5% | -9.0% |
| All | -2.1% | -37.9% | +35.8% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling