+89.6%
OTIS vs RY
+369.5%
-279.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -2.9% | -3.0% | +0.1% | -1.4% |
| 30D | +16.1% | +6.3% | +9.8% | +12.6% |
| 3M | +6.7% | -2.6% | +9.3% | +7.9% |
| 6M | +6.0% | +13.9% | -7.9% | -1.5% |
| YTD | -9.8% | +21.7% | -31.5% | -19.2% |
| 1Y | -12.3% | +40.4% | -52.8% | -27.4% |
| 3Y | -0.2% | +161.3% | -161.6% | -41.9% |
| 5Y | +1.0% | +126.5% | -125.5% | -36.8% |
| All | +89.6% | +369.5% | -279.8% | -14.1% |
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 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