+0.6%
OTIS vs RMD
-7.7%
+8.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -1.3% | +2.1% | -3.4% | -1.7% |
| 30D | +12.8% | +2.1% | +10.7% | +12.1% |
| 3M | +7.4% | +6.2% | +1.1% | +5.7% |
| 6M | +7.7% | +19.4% | -11.7% | +3.0% |
| YTD | -9.3% | +0.5% | -9.8% | -10.2% |
| 1Y | -12.1% | -3.9% | -8.2% | -12.1% |
| 3Y | +0.6% | +72.5% | -71.9% | -16.0% |
| All | +0.6% | -7.7% | +8.3% | -0.8% |
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