+405.3%
RIG vs OTIS
+91.8%
+313.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | -8.2% | -2.2% | -6.0% | -7.1% |
| 30D | -0.2% | -4.3% | +4.1% | +2.1% |
| 3M | -2.7% | -2.2% | -0.6% | -2.4% |
| 6M | -7.5% | -19.9% | +12.4% | +3.6% |
| YTD | +38.3% | -19.3% | +57.6% | +53.2% |
| 1Y | +81.8% | -19.6% | +101.4% | +101.1% |
| 3Y | -30.2% | -11.5% | -18.7% | -29.5% |
| 5Y | +59.9% | -16.8% | +76.7% | +64.8% |
| All | +405.3% | +91.8% | +313.5% | +266.4% |
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