+90.7%
OTIS vs RIO
+256.3%
-165.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +12.8% | -9.1% | +21.9% | +15.4% |
| 3M | +7.4% | -13.7% | +21.1% | +11.1% |
| 6M | +7.7% | -24.3% | +32.1% | +15.0% |
| YTD | -9.3% | +8.9% | -18.2% | -13.1% |
| 1Y | -12.1% | +22.7% | -34.8% | -18.7% |
| 3Y | +0.6% | +51.2% | -50.5% | -13.4% |
| 5Y | -1.1% | +88.1% | -89.2% | -21.9% |
| All | +90.7% | +256.3% | -165.6% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling