+69.1%
OTIS vs RNG
-58.0%
+127.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.0% | -6.1% | +3.1% | -2.4% |
| 30D | -6.0% | +9.6% | -15.6% | -6.8% |
| 3M | -0.9% | +83.3% | -84.2% | -6.4% |
| 6M | -17.3% | +77.9% | -95.3% | -22.3% |
| YTD | -19.6% | +139.9% | -159.5% | -27.1% |
| 1Y | -21.0% | +121.7% | -142.7% | -28.0% |
| 3Y | -12.1% | +121.9% | -134.0% | -21.5% |
| 5Y | -17.1% | -68.4% | +51.3% | -19.8% |
| All | +69.1% | -58.0% | +127.1% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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