-16.5%
OTIS vs RMD
-23.0%
+6.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -3.0% | -4.4% | +1.5% | -2.0% |
| 30D | -6.0% | -3.1% | -2.9% | -5.4% |
| 3M | -0.9% | +13.8% | -14.6% | -3.9% |
| 6M | -17.3% | -8.6% | -8.7% | -16.1% |
| YTD | -19.6% | -8.6% | -10.9% | -18.5% |
| 1Y | -21.0% | -19.7% | -1.3% | -17.8% |
| 3Y | -12.1% | +48.4% | -60.5% | -23.6% |
| All | -16.5% | -23.0% | +6.5% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling