-68.1%
RGTI vs OTIS
-9.8%
-58.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | +2.7% |
| 7D | -9.6% | +9.5% | -19.1% | -6.2% |
| 30D | -26.0% | +21.1% | -47.1% | -20.7% |
| 3M | -35.8% | +9.0% | -44.8% | -32.7% |
| 6M | -36.7% | +6.4% | -43.1% | -33.8% |
| YTD | -49.4% | -7.1% | -42.3% | -50.0% |
| 1Y | -68.1% | -10.1% | -58.0% | -69.8% |
| All | -68.1% | -9.8% | -58.4% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling