-9.7%
RKT vs OTIS
-19.0%
+9.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.2% |
| 7D | -7.2% | -5.0% | -2.2% | -3.4% |
| 30D | -7.9% | -6.5% | -1.4% | -3.0% |
| 3M | +5.2% | -2.0% | +7.1% | +6.7% |
| 6M | -14.9% | -20.2% | +5.3% | +1.3% |
| YTD | -31.9% | -21.0% | -10.9% | -18.6% |
| 1Y | -36.9% | -20.9% | -16.0% | -25.0% |
| 3Y | +35.7% | -13.3% | +49.1% | +38.9% |
| 5Y | -9.7% | -18.5% | +8.9% | -12.6% |
| All | -9.7% | -19.0% | +9.3% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling