+4.3%
OTIS vs RY
+122.0%
-117.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | +4.2% | -0.9% | +5.1% | +4.7% |
| 30D | +20.1% | +5.9% | +14.2% | +16.7% |
| 3M | +7.6% | -4.3% | +11.9% | +9.8% |
| 6M | +4.2% | +12.1% | -7.9% | -2.8% |
| YTD | -8.1% | +20.3% | -28.3% | -17.7% |
| 1Y | -11.5% | +41.0% | -52.5% | -27.7% |
| 3Y | +3.8% | +157.5% | -153.7% | -42.4% |
| All | +4.3% | +122.0% | -117.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling