-18.5%
OTIS vs RJF
+101.5%
-120.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -5.0% | -4.2% | -0.8% | -3.6% |
| 30D | -6.5% | -3.6% | -2.9% | -5.4% |
| 3M | -2.0% | +15.6% | -17.6% | -6.9% |
| 6M | -20.2% | +17.6% | -37.8% | -24.8% |
| YTD | -21.0% | +9.2% | -30.2% | -24.0% |
| 1Y | -20.9% | +5.5% | -26.4% | -23.1% |
| 3Y | -13.3% | +70.3% | -83.7% | -32.4% |
| 5Y | -18.5% | +106.0% | -124.6% | -43.7% |
| All | -18.5% | +101.5% | -120.0% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling