+66.1%
OTIS vs RMD
+61.4%
+4.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -5.0% | -4.2% | -0.8% | -4.2% |
| 30D | -6.5% | -2.1% | -4.4% | -6.1% |
| 3M | -2.0% | +13.8% | -15.7% | -4.7% |
| 6M | -20.2% | -10.6% | -9.6% | -18.7% |
| YTD | -21.0% | -8.1% | -12.9% | -20.1% |
| 1Y | -20.9% | -18.0% | -2.9% | -18.2% |
| 3Y | -13.3% | +52.9% | -66.2% | -23.4% |
| 5Y | -18.5% | -22.3% | +3.7% | -18.3% |
| All | +66.1% | +61.4% | +4.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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