+66.1%
OTIS vs RVTY
+84.2%
-18.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -5.0% | -7.4% | +2.4% | -3.2% |
| 30D | -6.5% | +4.5% | -11.0% | -7.6% |
| 3M | -2.0% | +19.5% | -21.4% | -6.6% |
| 6M | -20.2% | +34.1% | -54.3% | -26.6% |
| YTD | -21.0% | +25.3% | -46.2% | -26.4% |
| 1Y | -20.9% | +47.0% | -67.9% | -29.7% |
| 3Y | -13.3% | +14.1% | -27.5% | -20.0% |
| 5Y | -18.5% | -34.6% | +16.0% | -12.5% |
| All | +66.1% | +84.2% | -18.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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