+0.6%
OTIS vs ROIV
+357.5%
-356.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | +12.8% | +17.6% | -4.8% | +11.2% |
| 3M | +7.4% | +9.0% | -1.6% | +6.4% |
| 6M | +7.7% | +35.3% | -27.6% | +3.9% |
| YTD | -9.3% | +82.2% | -91.4% | -15.8% |
| 1Y | -12.1% | +92.3% | -104.4% | -19.2% |
| 3Y | +0.6% | +336.8% | -336.2% | -20.8% |
| All | +0.6% | +357.5% | -356.9% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling