+1,392.2%
RCL vs OTIS
+115.8%
+1,276.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -1.2% | -1.3% | +0.1% | -0.5% |
| 30D | +17.8% | +12.8% | +5.1% | +10.0% |
| 3M | +4.9% | +7.4% | -2.4% | +0.3% |
| 6M | +23.7% | +7.7% | +16.0% | +17.8% |
| YTD | +17.8% | -9.3% | +27.1% | +23.7% |
| 1Y | +28.9% | -12.1% | +41.0% | +37.9% |
| 3Y | +241.9% | +0.6% | +241.2% | +222.8% |
| 5Y | +295.4% | -1.1% | +296.5% | +270.6% |
| All | +1,392.2% | +115.8% | +1,276.4% | +1,041.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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