+27.9%
OTIS vs ROIV
+280.9%
-252.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | -0.2% |
| 7D | -3.0% | +9.2% | -12.2% | -3.5% |
| 30D | +14.0% | +19.9% | -5.9% | +12.7% |
| 3M | +4.9% | +10.6% | -5.7% | +4.1% |
| 6M | +5.4% | +36.1% | -30.7% | +3.0% |
| YTD | -10.2% | +84.3% | -94.5% | -14.0% |
| 1Y | -13.4% | +87.6% | -101.0% | -17.2% |
| 3Y | -0.7% | +353.9% | -354.6% | -10.6% |
| 5Y | -2.1% | +376.1% | -378.2% | -18.5% |
| All | +27.9% | +280.9% | -252.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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