-13.6%
OTIS vs RIO
+87.1%
-100.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.2% |
| 7D | -5.0% | -3.4% | -1.7% | -4.4% |
| 30D | -6.5% | +0.6% | -7.1% | -6.7% |
| 3M | -2.0% | +2.5% | -4.5% | -2.6% |
| 6M | -20.2% | +10.8% | -31.0% | -22.6% |
| YTD | -21.0% | +30.5% | -51.4% | -27.2% |
| 1Y | -20.9% | +68.1% | -89.0% | -32.7% |
| All | -13.6% | +87.1% | -100.7% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling