+16.2%
OTIS vs ROIV
+295.0%
-278.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.8% | -20.4% | -2.7% |
| 7D | -0.8% | +20.2% | -20.9% | -1.9% |
| 30D | -4.7% | +14.1% | -18.9% | -5.6% |
| 3M | +1.2% | +45.6% | -44.4% | -1.2% |
| 6M | -20.5% | +44.1% | -64.6% | -22.5% |
| YTD | -18.4% | +91.2% | -109.6% | -22.0% |
| 1Y | -18.1% | +221.3% | -239.4% | -24.4% |
| 3Y | -10.6% | +229.2% | -239.8% | -18.3% |
| 5Y | -16.1% | +316.5% | -332.6% | -28.8% |
| All | +16.2% | +295.0% | -278.9% | -1.6% |
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