-10.6%
OTIS vs RVTY
+16.6%
-27.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -4.7% | +10.8% | -15.6% | -6.4% |
| 3M | +1.2% | +26.8% | -25.6% | -3.0% |
| 6M | -20.5% | +39.3% | -59.8% | -25.4% |
| YTD | -18.4% | +31.6% | -50.1% | -23.0% |
| 1Y | -18.1% | +47.7% | -65.8% | -24.4% |
| 3Y | -10.6% | +19.9% | -30.5% | -15.1% |
| All | -10.6% | +16.6% | -27.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling