-18.1%
OTIS vs RY
+45.9%
-64.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | -4.7% | -1.0% | -3.8% | -4.6% |
| 3M | +1.2% | +7.6% | -6.4% | -1.2% |
| 6M | -20.5% | +29.5% | -50.0% | -25.7% |
| YTD | -18.4% | +24.2% | -42.6% | -24.0% |
| 1Y | -18.1% | +46.4% | -64.5% | -24.6% |
| All | -18.1% | +45.9% | -64.0% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling