+1,116.8%
RCL vs OTIS
+97.1%
+1,019.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | -19.0% | -2.0% | -17.0% | -18.1% |
| 3M | -9.6% | +2.6% | -12.1% | -11.0% |
| 6M | -6.7% | -20.9% | +14.2% | +6.8% |
| YTD | -3.9% | -17.1% | +13.2% | +6.7% |
| 1Y | -25.1% | -15.9% | -9.2% | -17.7% |
| 3Y | +179.1% | -12.7% | +191.9% | +188.6% |
| 5Y | +243.3% | -15.7% | +259.0% | +250.3% |
| All | +1,116.8% | +97.1% | +1,019.7% | +884.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling