-27.1%
RKT vs OTIS
+21.2%
-48.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.4% |
| 7D | -6.3% | -3.0% | -3.3% | -4.2% |
| 30D | -6.2% | -6.0% | -0.2% | -1.9% |
| 3M | -1.9% | -0.9% | -1.0% | -1.4% |
| 6M | -13.0% | -17.3% | +4.3% | -0.1% |
| YTD | -31.9% | -19.6% | -12.4% | -20.5% |
| 1Y | -37.6% | -21.0% | -16.5% | -26.3% |
| 3Y | +36.8% | -12.1% | +48.9% | +41.4% |
| 5Y | -9.7% | -17.1% | +7.3% | -7.6% |
| All | -27.1% | +21.2% | -48.3% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling