+69.1%
OTIS vs RJF
+305.8%
-236.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.0% | -2.7% | -0.3% | -2.0% |
| 30D | -6.0% | -4.3% | -1.8% | -4.6% |
| 3M | -0.9% | +15.7% | -16.6% | -6.0% |
| 6M | -17.3% | +17.8% | -35.1% | -22.2% |
| YTD | -19.6% | +9.2% | -28.7% | -22.6% |
| 1Y | -21.0% | +2.8% | -23.8% | -22.6% |
| 3Y | -12.1% | +69.5% | -81.5% | -30.3% |
| 5Y | -17.1% | +105.9% | -123.0% | -40.0% |
| All | +69.1% | +305.8% | -236.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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