+335.0%
RTX vs OTIS
+91.8%
+243.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.8% |
| 30D | -11.6% | -4.3% | -7.2% | -10.1% |
| 3M | +9.2% | -2.2% | +11.3% | +9.9% |
| 6M | -4.4% | -19.9% | +15.5% | +3.5% |
| YTD | +8.9% | -19.3% | +28.2% | +17.5% |
| 1Y | +32.1% | -19.6% | +51.7% | +42.5% |
| 3Y | +151.2% | -11.5% | +162.8% | +151.9% |
| 5Y | +162.9% | -16.8% | +179.7% | +166.1% |
| All | +335.0% | +91.8% | +243.2% | +217.3% |
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