+74.2%
OTIS vs RVTY
+98.4%
-24.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.7% | +1.1% | -1.8% | -1.0% |
| 30D | -2.0% | +13.2% | -15.2% | -5.0% |
| 3M | +2.6% | +27.2% | -24.7% | -3.8% |
| 6M | -20.9% | +32.4% | -53.3% | -27.0% |
| YTD | -17.1% | +34.9% | -52.0% | -24.2% |
| 1Y | -15.9% | +52.4% | -68.3% | -25.9% |
| 3Y | -12.7% | +12.3% | -25.0% | -18.5% |
| 5Y | -15.7% | -30.8% | +15.1% | -10.7% |
| All | +74.2% | +98.4% | -24.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling