-12.1%
OTIS vs RMBS
+55.3%
-67.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | -3.0% | +1.8% | -4.7% | -3.1% |
| 30D | -6.0% | -13.9% | +7.9% | -5.3% |
| 3M | -0.9% | -39.8% | +38.9% | +1.7% |
| 6M | -17.3% | -6.0% | -11.3% | -18.6% |
| YTD | -19.6% | -5.4% | -14.2% | -21.3% |
| 1Y | -21.0% | -1.8% | -19.2% | -23.5% |
| 3Y | -12.1% | +53.7% | -65.7% | -21.5% |
| All | -12.1% | +55.3% | -67.4% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling