+215.1%
RSP vs OTIS
+115.8%
+99.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | +2.4% | -1.3% | +3.7% | +2.9% |
| 30D | +4.3% | +12.8% | -8.5% | -0.9% |
| 3M | -0.3% | +7.4% | -7.7% | -3.5% |
| 6M | +9.8% | +7.7% | +2.1% | +6.0% |
| YTD | +16.8% | -9.3% | +26.1% | +20.7% |
| 1Y | +19.5% | -12.1% | +31.6% | +25.1% |
| 3Y | +65.1% | +0.6% | +64.5% | +59.3% |
| 5Y | +48.7% | -1.1% | +49.8% | +42.1% |
| All | +215.1% | +115.8% | +99.3% | +138.7% |
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