+71.4%
OTIS vs RMBS
+776.8%
-705.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | -0.8% | +3.0% | -3.7% | -1.1% |
| 30D | -4.7% | -14.4% | +9.7% | -3.2% |
| 3M | +1.2% | -42.8% | +44.1% | +7.0% |
| 6M | -20.5% | -1.4% | -19.1% | -23.0% |
| YTD | -18.4% | -5.4% | -13.0% | -21.4% |
| 1Y | -18.1% | +18.6% | -36.7% | -24.8% |
| 3Y | -10.6% | +57.3% | -67.8% | -26.7% |
| 5Y | -16.1% | +265.7% | -281.8% | -46.6% |
| All | +71.4% | +776.8% | -705.4% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling