+342.1%
RTX vs OTIS
+97.1%
+245.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -5.2% | -0.7% | -4.4% | -4.9% |
| 30D | -9.4% | -2.0% | -7.4% | -8.8% |
| 3M | +12.3% | +2.6% | +9.7% | +11.0% |
| 6M | -3.1% | -20.9% | +17.8% | +5.4% |
| YTD | +10.7% | -17.1% | +27.8% | +18.2% |
| 1Y | +28.4% | -15.9% | +44.3% | +36.2% |
| 3Y | +147.1% | -12.7% | +159.8% | +149.9% |
| 5Y | +167.2% | -15.7% | +183.0% | +169.6% |
| All | +342.1% | +97.1% | +245.0% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling