-16.8%
OTIS vs RRC
+154.4%
-171.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.2% | -1.7% | -0.4% | -2.0% |
| 30D | -4.3% | +3.6% | -7.9% | -4.6% |
| 3M | -2.2% | +8.8% | -11.0% | -2.9% |
| 6M | -19.9% | +0.8% | -20.7% | -20.1% |
| YTD | -19.3% | +19.0% | -38.3% | -20.9% |
| 1Y | -19.6% | +22.9% | -42.5% | -21.6% |
| 3Y | -11.5% | +32.3% | -43.8% | -15.3% |
| 5Y | -16.8% | +151.6% | -168.3% | -25.6% |
| All | -16.8% | +154.4% | -171.1% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling