+3.1%
OTIS vs RL
+254.6%
-251.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.1% | -1.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +19.4% | +7.3% | +12.1% | +18.2% |
| 3M | +7.1% | +1.0% | +6.1% | +6.8% |
| 6M | +6.6% | +11.8% | -5.2% | +4.7% |
| YTD | -8.3% | +13.6% | -21.9% | -10.2% |
| 1Y | -11.6% | +24.0% | -35.6% | -14.4% |
| 3Y | +3.1% | +256.6% | -253.5% | -12.2% |
| All | +3.1% | +254.6% | -251.4% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling