+66.1%
OTIS vs RVMD
+905.2%
-839.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -5.0% | -3.6% | -1.5% | -4.8% |
| 30D | -6.5% | -1.1% | -5.4% | -6.5% |
| 3M | -2.0% | +41.0% | -43.0% | -4.6% |
| 6M | -20.2% | +105.7% | -125.9% | -25.1% |
| YTD | -21.0% | +155.3% | -176.3% | -27.4% |
| 1Y | -20.9% | +402.7% | -423.6% | -31.4% |
| 3Y | -13.3% | +533.1% | -546.4% | -27.9% |
| 5Y | -18.5% | +583.5% | -602.1% | -35.2% |
| All | +66.1% | +905.2% | -839.1% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling