+167.1%
RTX vs OTIS
-14.6%
+181.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -10.6% | -4.7% | -5.8% | -9.2% |
| 3M | +11.6% | +1.2% | +10.4% | +11.1% |
| 6M | -4.5% | -20.5% | +16.0% | +2.1% |
| YTD | +9.6% | -18.4% | +28.0% | +16.2% |
| 1Y | +30.8% | -18.1% | +48.9% | +38.4% |
| 3Y | +152.8% | -10.6% | +163.4% | +149.8% |
| 5Y | +167.1% | -16.1% | +183.2% | +164.1% |
| All | +167.1% | -14.6% | +181.7% | +164.1% |
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