+69.1%
OTIS vs RRX
+219.4%
-150.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.0% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -6.0% | -6.1% | +0.1% | -4.7% |
| 3M | -0.9% | -23.1% | +22.2% | +4.0% |
| 6M | -17.3% | -19.5% | +2.2% | -15.1% |
| YTD | -19.6% | +16.1% | -35.6% | -25.4% |
| 1Y | -21.0% | +12.9% | -34.0% | -26.7% |
| 3Y | -12.1% | +7.9% | -20.0% | -20.6% |
| 5Y | -17.1% | +19.1% | -36.2% | -29.8% |
| All | +69.1% | +219.4% | -150.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling