+69.1%
OTIS vs RMBS
+777.6%
-708.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | -3.0% | +1.8% | -4.7% | -3.2% |
| 30D | -6.0% | -13.9% | +7.9% | -4.6% |
| 3M | -0.9% | -39.8% | +38.9% | +4.2% |
| 6M | -17.3% | -6.0% | -11.3% | -19.4% |
| YTD | -19.6% | -5.4% | -14.2% | -22.5% |
| 1Y | -21.0% | -1.8% | -19.2% | -25.3% |
| 3Y | -12.1% | +53.7% | -65.7% | -27.5% |
| 5Y | -17.1% | +268.5% | -285.6% | -47.3% |
| All | +69.1% | +777.6% | -708.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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