+39.4%
RKT vs OTIS
-12.0%
+51.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.0% |
| 7D | -1.0% | -2.2% | +1.2% | +0.5% |
| 30D | -2.4% | -4.3% | +1.9% | +0.4% |
| 3M | +1.9% | -2.2% | +4.1% | +3.4% |
| 6M | -13.9% | -19.9% | +6.0% | -1.1% |
| YTD | -30.6% | -19.3% | -11.3% | -20.9% |
| 1Y | -34.4% | -19.6% | -14.8% | -25.3% |
| All | +39.4% | -12.0% | +51.4% | +5.5% |
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