+74.2%
OTIS vs RL
+452.6%
-378.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -2.0% | -7.8% | +5.8% | -0.5% |
| 3M | +2.6% | -4.0% | +6.6% | +3.2% |
| 6M | -20.9% | -1.9% | -19.0% | -21.1% |
| YTD | -17.1% | -0.2% | -16.9% | -17.7% |
| 1Y | -15.9% | +10.7% | -26.6% | -18.4% |
| 3Y | -12.7% | +210.8% | -223.5% | -34.0% |
| 5Y | -15.7% | +238.2% | -254.0% | -38.7% |
| All | +74.2% | +452.6% | -378.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling