-16.8%
OTIS vs RVTY
-34.2%
+17.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.5% |
| 7D | -2.2% | -5.4% | +3.3% | -0.9% |
| 30D | -4.3% | +6.7% | -11.1% | -5.9% |
| 3M | -2.2% | +19.0% | -21.2% | -6.5% |
| 6M | -19.9% | +34.6% | -54.5% | -26.1% |
| YTD | -19.3% | +28.3% | -47.6% | -25.1% |
| 1Y | -19.6% | +46.0% | -65.6% | -28.1% |
| 3Y | -11.5% | +16.9% | -28.4% | -18.5% |
| 5Y | -16.8% | -32.9% | +16.1% | -10.3% |
| All | -16.8% | -34.2% | +17.4% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling