-12.6%
OTIS vs RVTY
+66.4%
-79.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.6% |
| 7D | -1.8% | -0.5% | -1.4% | -1.8% |
| 30D | +12.1% | +1.5% | +10.6% | +11.7% |
| 3M | +6.8% | +31.5% | -24.7% | +2.5% |
| 6M | +7.1% | +62.7% | -55.6% | -0.7% |
| YTD | -9.8% | +60.0% | -69.8% | -17.5% |
| 1Y | -12.6% | +65.7% | -78.3% | -20.7% |
| All | -12.6% | +66.4% | -79.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling