-30.2%
RIG vs OTIS
-12.3%
-17.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.4% |
| 30D | -0.5% | -6.0% | +5.5% | +0.9% |
| 3M | -6.0% | -0.9% | -5.1% | -6.4% |
| 6M | -10.1% | -17.3% | +7.2% | -4.9% |
| YTD | +37.3% | -19.6% | +56.9% | +45.8% |
| 1Y | +73.9% | -21.0% | +95.0% | +85.9% |
| 3Y | -30.2% | -12.1% | -18.1% | -33.8% |
| All | -30.2% | -12.3% | -17.9% | -33.8% |
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 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