-16.5%
OTIS vs RVMD
+576.1%
-592.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.5% |
| YTD | -19.6% | +155.8% | -175.4% | -26.4% |
| 1Y | -21.0% | +340.7% | -361.7% | -31.2% |
| 3Y | -12.1% | +519.9% | -532.0% | -27.4% |
| All | -16.5% | +576.1% | -592.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling