+69.6%
OTIS vs RRX
+214.1%
-144.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | -2.2% | -0.7% | -1.4% | -2.0% |
| 30D | -4.3% | -8.0% | +3.6% | -2.6% |
| 3M | -2.2% | -25.1% | +22.9% | +3.2% |
| 6M | -19.9% | -18.3% | -1.6% | -18.1% |
| YTD | -19.3% | +14.2% | -33.5% | -25.0% |
| 1Y | -19.6% | +13.0% | -32.6% | -25.4% |
| 3Y | -11.5% | +4.2% | -15.7% | -19.3% |
| 5Y | -16.8% | +17.9% | -34.7% | -29.4% |
| All | +69.6% | +214.1% | -144.6% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling