+90.7%
OTIS vs RRC
+1,754.1%
-1,663.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -1.3% | +6.4% | -7.7% | -1.7% |
| 30D | +12.8% | +23.9% | -11.1% | +10.8% |
| 3M | +7.4% | +30.2% | -22.8% | +5.0% |
| 6M | +7.7% | +26.3% | -18.5% | +5.5% |
| YTD | -9.3% | +48.1% | -57.3% | -12.5% |
| 1Y | -12.1% | +37.7% | -49.8% | -14.7% |
| 3Y | +0.6% | +60.3% | -59.7% | -4.4% |
| 5Y | -1.1% | +135.3% | -136.4% | -9.9% |
| All | +90.7% | +1,754.1% | -1,663.4% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling