+0.6%
OTIS vs RPRX
+86.5%
-85.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.3% | +3.3% | -4.6% | -2.2% |
| 30D | +12.8% | +17.9% | -5.1% | +7.8% |
| 3M | +7.4% | +19.2% | -11.9% | +2.2% |
| 6M | +7.7% | +31.7% | -24.0% | -0.5% |
| YTD | -9.3% | +82.5% | -91.7% | -23.7% |
| 1Y | -12.1% | +78.4% | -90.5% | -25.6% |
| 3Y | +0.6% | +177.0% | -176.3% | -26.5% |
| All | +0.6% | +86.5% | -85.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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