-20.9%
OTIS vs RRC
+24.3%
-45.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.0% |
| 7D | -5.0% | -1.2% | -3.9% | -5.1% |
| 30D | -6.5% | +3.0% | -9.5% | -6.3% |
| 3M | -2.0% | +7.3% | -9.2% | -1.2% |
| 6M | -20.2% | +3.6% | -23.7% | -20.0% |
| YTD | -21.0% | +19.4% | -40.3% | -20.6% |
| 1Y | -20.9% | +21.4% | -42.3% | -20.4% |
| All | -20.9% | +24.3% | -45.2% | -20.4% |
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