+69.1%
OTIS vs RIO
+329.4%
-260.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -3.0% | -3.2% | +0.2% | -2.1% |
| 30D | -6.0% | +0.9% | -6.9% | -6.3% |
| 3M | -0.9% | -1.4% | +0.6% | -0.8% |
| 6M | -17.3% | +10.9% | -28.3% | -20.2% |
| YTD | -19.6% | +31.2% | -50.8% | -26.4% |
| 1Y | -21.0% | +67.9% | -88.9% | -32.8% |
| 3Y | -12.1% | +88.8% | -100.9% | -28.5% |
| 5Y | -17.1% | +93.1% | -110.2% | -34.4% |
| All | +69.1% | +329.4% | -260.3% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling