+69.6%
OTIS vs RL
+428.0%
-358.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -4.3% | -17.5% | +13.2% | -0.7% |
| 3M | -2.2% | -14.0% | +11.8% | +0.5% |
| 6M | -19.9% | -2.0% | -17.9% | -20.1% |
| YTD | -19.3% | -4.6% | -14.7% | -19.2% |
| 1Y | -19.6% | +9.5% | -29.1% | -21.8% |
| 3Y | -11.5% | +200.5% | -212.0% | -32.7% |
| 5Y | -16.8% | +226.3% | -243.0% | -39.0% |
| All | +69.6% | +428.0% | -358.5% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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