-16.5%
OTIS vs RSG
+89.9%
-106.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -6.0% | +4.0% | -10.0% | -7.6% |
| 3M | -0.9% | +7.4% | -8.2% | -4.0% |
| 6M | -17.3% | +0.1% | -17.4% | -17.6% |
| YTD | -19.6% | +6.0% | -25.6% | -22.0% |
| 1Y | -21.0% | -3.0% | -18.1% | -20.3% |
| 3Y | -12.1% | +56.5% | -68.6% | -31.1% |
| All | -16.5% | +89.9% | -106.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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