+69.1%
OTIS vs RVMD
+907.3%
-838.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -3.0% | -3.0% | 0.0% | -2.7% |
| 30D | -6.0% | -0.7% | -5.3% | -6.0% |
| 3M | -0.9% | +36.5% | -37.4% | -3.3% |
| 6M | -17.3% | +104.6% | -121.9% | -22.4% |
| YTD | -19.6% | +155.8% | -175.4% | -26.1% |
| 1Y | -21.0% | +340.7% | -361.7% | -30.8% |
| 3Y | -12.1% | +519.9% | -532.0% | -26.7% |
| 5Y | -17.1% | +584.9% | -602.0% | -34.0% |
| All | +69.1% | +907.3% | -838.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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