-16.8%
OTIS vs RPRX
+77.9%
-94.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.2% | -4.0% | +1.8% | -1.1% |
| 30D | -4.3% | +4.9% | -9.3% | -5.6% |
| 3M | -2.2% | +9.4% | -11.5% | -4.7% |
| 6M | -19.9% | +33.3% | -53.2% | -26.1% |
| YTD | -19.3% | +59.0% | -78.3% | -29.1% |
| 1Y | -19.6% | +69.2% | -88.8% | -30.7% |
| 3Y | -11.5% | +124.1% | -135.6% | -30.3% |
| All | -16.8% | +77.9% | -94.7% | -28.8% |
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