+179.4%
RCL vs OTIS
-10.9%
+190.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.5% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | -17.3% | -4.7% | -12.6% | -15.5% |
| 3M | -2.8% | +1.2% | -4.0% | -3.3% |
| 6M | -4.4% | -20.5% | +16.1% | +5.1% |
| YTD | -4.2% | -18.4% | +14.3% | +4.0% |
| 1Y | -23.4% | -18.1% | -5.3% | -17.0% |
| 3Y | +179.4% | -10.6% | +189.9% | +150.4% |
| All | +179.4% | -10.9% | +190.3% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling