-16.5%
OTIS vs RRX
+17.8%
-34.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.1% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -6.0% | -6.1% | +0.1% | -4.9% |
| 3M | -0.9% | -23.1% | +22.2% | +3.3% |
| 6M | -17.3% | -19.5% | +2.2% | -15.4% |
| YTD | -19.6% | +16.1% | -35.6% | -24.9% |
| 1Y | -21.0% | +12.9% | -34.0% | -26.2% |
| 3Y | -12.1% | +7.9% | -20.0% | -19.3% |
| All | -16.5% | +17.8% | -34.4% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling