+74.2%
OTIS vs RMD
+67.9%
+6.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | -5.0% | +4.2% | +0.3% |
| 30D | -2.0% | +2.2% | -4.2% | -2.5% |
| 3M | +2.6% | +17.8% | -15.3% | -1.0% |
| 6M | -20.9% | -11.3% | -9.6% | -19.3% |
| YTD | -17.1% | -4.4% | -12.7% | -16.8% |
| 1Y | -15.9% | -15.7% | -0.2% | -13.6% |
| 3Y | -12.7% | +47.7% | -60.5% | -22.1% |
| 5Y | -15.7% | -19.2% | +3.5% | -16.2% |
| All | +74.2% | +67.9% | +6.4% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling