+230.8%
RDW vs OTIS
-12.3%
+243.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.0% |
| 7D | +0.9% | -3.0% | +3.8% | +2.1% |
| 30D | -21.3% | -6.0% | -15.3% | -19.3% |
| 3M | -37.9% | -0.9% | -37.0% | -38.5% |
| 6M | +12.3% | -17.3% | +29.6% | +23.0% |
| YTD | +39.7% | -19.6% | +59.3% | +55.2% |
| 1Y | +25.7% | -21.0% | +46.7% | +40.9% |
| 3Y | +230.8% | -12.1% | +242.9% | +241.6% |
| All | +230.8% | -12.3% | +243.1% | +241.6% |
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 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