+35.8%
OTIS vs RPRX
+66.6%
-30.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.7% | +5.1% | -5.8% | -1.7% |
| 30D | -2.0% | +11.2% | -13.2% | -4.1% |
| 3M | +2.6% | +16.7% | -14.2% | -0.8% |
| 6M | -20.9% | +36.0% | -56.9% | -26.0% |
| YTD | -17.1% | +67.8% | -84.9% | -25.7% |
| 1Y | -15.9% | +76.7% | -92.6% | -25.6% |
| 3Y | -12.7% | +128.1% | -140.9% | -27.2% |
| 5Y | -15.7% | +82.9% | -98.6% | -26.5% |
| All | +35.8% | +66.6% | -30.9% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling