+91.2%
OTIS vs RY
+366.9%
-275.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +1.7% | -0.6% | +2.3% | +2.0% |
| 30D | +18.5% | +6.1% | +12.3% | +15.0% |
| 3M | +7.9% | -3.4% | +11.2% | +9.5% |
| 6M | +5.7% | +12.8% | -7.1% | -1.3% |
| YTD | -9.1% | +21.0% | -30.1% | -18.3% |
| 1Y | -11.6% | +40.5% | -52.0% | -26.7% |
| 3Y | +0.6% | +159.9% | -159.3% | -41.3% |
| 5Y | +1.8% | +125.0% | -123.1% | -36.0% |
| All | +91.2% | +366.9% | -275.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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