-18.5%
OTIS vs RIO
+90.3%
-108.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.1% |
| 7D | -5.0% | -3.4% | -1.7% | -4.3% |
| 30D | -6.5% | +0.6% | -7.1% | -6.7% |
| 3M | -2.0% | +2.5% | -4.5% | -2.8% |
| 6M | -20.2% | +10.8% | -31.0% | -22.7% |
| YTD | -21.0% | +30.5% | -51.4% | -27.1% |
| 1Y | -20.9% | +68.1% | -89.0% | -32.1% |
| 3Y | -13.3% | +94.0% | -107.4% | -29.2% |
| 5Y | -18.5% | +92.0% | -110.5% | -32.5% |
| All | -18.5% | +90.3% | -108.9% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling