-10.6%
OTIS vs RL
+211.8%
-222.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -0.8% | +1.9% | -2.6% | -1.0% |
| 30D | -4.7% | -12.2% | +7.5% | -3.1% |
| 3M | +1.2% | -6.6% | +7.9% | +2.0% |
| 6M | -20.5% | +3.2% | -23.7% | -21.0% |
| YTD | -18.4% | -1.3% | -17.2% | -18.6% |
| 1Y | -18.1% | +13.6% | -31.7% | -19.7% |
| 3Y | -10.6% | +210.9% | -221.4% | -27.1% |
| All | -10.6% | +211.8% | -222.4% | -27.1% |
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