+69.6%
OTIS vs RSG
+223.4%
-153.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.2% | 0.0% | -2.1% | -2.2% |
| 30D | -4.3% | +3.7% | -8.0% | -6.1% |
| 3M | -2.2% | +6.2% | -8.3% | -5.3% |
| 6M | -19.9% | -2.8% | -17.1% | -19.0% |
| YTD | -19.3% | +5.9% | -25.2% | -22.2% |
| 1Y | -19.6% | -1.8% | -17.8% | -19.4% |
| 3Y | -11.5% | +57.5% | -69.0% | -33.6% |
| 5Y | -16.8% | +91.1% | -107.9% | -45.7% |
| All | +69.6% | +223.4% | -153.8% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling