+30.6%
OTIS vs ROIV
+287.3%
-256.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.5% |
| 7D | +0.5% | +13.3% | -12.8% | -0.2% |
| 30D | +19.4% | +14.8% | +4.7% | +18.4% |
| 3M | +7.1% | +11.9% | -4.8% | +6.2% |
| 6M | +6.6% | +42.4% | -35.8% | +3.9% |
| YTD | -8.3% | +87.4% | -95.7% | -12.3% |
| 1Y | -11.6% | +97.2% | -108.8% | -15.8% |
| 3Y | +3.1% | +375.7% | -372.5% | -7.4% |
| 5Y | +2.5% | +379.0% | -376.6% | -14.9% |
| All | +30.6% | +287.3% | -256.7% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling