+92.7%
OTIS vs RL
+528.8%
-436.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.1% | -1.4% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +19.4% | +7.3% | +12.1% | +17.7% |
| 3M | +7.1% | +1.0% | +6.1% | +6.7% |
| 6M | +6.6% | +11.8% | -5.2% | +3.7% |
| YTD | -8.3% | +13.6% | -21.9% | -11.4% |
| 1Y | -11.6% | +24.0% | -35.6% | -16.1% |
| 3Y | +3.1% | +256.6% | -253.5% | -24.2% |
| 5Y | +2.5% | +240.2% | -237.8% | -26.0% |
| All | +92.7% | +528.8% | -436.1% | +23.3% |
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