-10.1%
OTIS vs RRC
+44.7%
-54.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.4% | +3.6% |
| 7D | +9.5% | -6.8% | +16.3% | +9.0% |
| 30D | +21.1% | +34.7% | -13.6% | +23.6% |
| 3M | +9.0% | +31.5% | -22.5% | +11.0% |
| 6M | +6.4% | +21.8% | -15.3% | +7.9% |
| YTD | -7.1% | +48.9% | -56.0% | -5.2% |
| 1Y | -10.1% | +42.1% | -52.2% | -8.3% |
| All | -10.1% | +44.7% | -54.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling