-0.4%
OTIS vs RRC
+58.8%
-59.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -3.0% | +2.5% | -5.5% | -3.0% |
| 30D | +14.0% | +21.1% | -7.2% | +12.8% |
| 3M | +4.9% | +28.4% | -23.5% | +3.5% |
| 6M | +5.4% | +26.5% | -21.1% | +4.1% |
| YTD | -10.2% | +47.0% | -57.2% | -12.6% |
| 1Y | -13.4% | +35.2% | -48.6% | -15.1% |
| All | -0.4% | +58.8% | -59.2% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling