-10.1%
OTIS vs RIO
+29.3%
-39.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.3% | +3.7% |
| 7D | +9.5% | -1.6% | +11.1% | +9.5% |
| 30D | +21.1% | -11.6% | +32.7% | +21.9% |
| 3M | +9.0% | -12.7% | +21.7% | +9.7% |
| 6M | +6.4% | -12.4% | +18.8% | +7.1% |
| YTD | -7.1% | +11.0% | -18.1% | -10.7% |
| 1Y | -10.1% | +30.8% | -41.0% | -18.2% |
| All | -10.1% | +29.3% | -39.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling