-18.5%
OTIS vs RGEN
-44.2%
+25.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -5.0% | -2.9% | -2.1% | -4.7% |
| 30D | -6.5% | -0.1% | -6.4% | -6.6% |
| 3M | -2.0% | +25.9% | -27.9% | -5.1% |
| 6M | -20.2% | +35.2% | -55.4% | -23.8% |
| YTD | -21.0% | +0.5% | -21.5% | -21.7% |
| 1Y | -20.9% | +37.0% | -57.8% | -25.1% |
| 3Y | -13.3% | +2.0% | -15.4% | -17.1% |
| 5Y | -18.5% | -44.2% | +25.7% | -23.2% |
| All | -18.5% | -44.2% | +25.7% | -23.2% |
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