-11.8%
OTIS vs RMD
+51.0%
-62.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.2% | -4.7% | +2.6% | -1.4% |
| 30D | -4.3% | +0.2% | -4.6% | -4.4% |
| 3M | -2.2% | +12.0% | -14.2% | -3.9% |
| 6M | -19.9% | -12.5% | -7.4% | -18.8% |
| YTD | -19.3% | -7.9% | -11.4% | -18.9% |
| 1Y | -19.6% | -20.4% | +0.8% | -17.7% |
| All | -11.8% | +51.0% | -62.9% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling