-12.1%
OTIS vs RJF
+69.0%
-81.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.0% | -2.7% | -0.3% | -2.3% |
| 30D | -6.0% | -4.3% | -1.8% | -5.1% |
| 3M | -0.9% | +15.7% | -16.6% | -4.3% |
| 6M | -17.3% | +17.8% | -35.1% | -20.7% |
| YTD | -19.6% | +9.2% | -28.7% | -21.7% |
| 1Y | -21.0% | +2.8% | -23.8% | -22.1% |
| 3Y | -12.1% | +69.5% | -81.5% | -27.1% |
| All | -12.1% | +69.0% | -81.1% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling