+53.1%
RGTI vs OTIS
+4.2%
+49.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.8% |
| 7D | -0.1% | -5.0% | +4.9% | +3.1% |
| 30D | -16.2% | -6.5% | -9.7% | -12.9% |
| 3M | -22.0% | -2.0% | -20.1% | -22.4% |
| 6M | -10.8% | -20.2% | +9.4% | +2.3% |
| YTD | -31.6% | -21.0% | -10.6% | -21.9% |
| 1Y | -6.4% | -20.9% | +14.5% | +6.2% |
| 3Y | +665.7% | -13.3% | +679.0% | +700.4% |
| 5Y | +55.6% | -18.5% | +74.2% | +52.7% |
| All | +53.1% | +4.2% | +49.0% | +50.4% |
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 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