+74.2%
OTIS vs RY
+382.7%
-308.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -0.7% | +3.1% | -3.9% | -2.3% |
| 30D | -2.0% | -0.3% | -1.7% | -1.9% |
| 3M | +2.6% | +8.7% | -6.1% | -2.1% |
| 6M | -20.9% | +28.5% | -49.5% | -30.9% |
| YTD | -17.1% | +25.1% | -42.2% | -26.7% |
| 1Y | -15.9% | +46.3% | -62.2% | -31.7% |
| 3Y | -12.7% | +154.9% | -167.7% | -48.4% |
| 5Y | -15.7% | +140.3% | -156.0% | -48.7% |
| All | +74.2% | +382.7% | -308.5% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling