-10.1%
OTIS vs ROP
+10.4%
-20.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | -0.1% | +2.9% |
| 7D | +9.5% | +11.7% | -2.2% | +6.7% |
| 30D | +21.1% | +35.5% | -14.3% | +13.3% |
| 3M | +9.0% | +25.6% | -16.6% | +3.3% |
| 6M | +6.4% | +39.3% | -32.8% | -0.3% |
| YTD | -7.1% | +11.6% | -18.8% | -11.2% |
| 1Y | -10.1% | +10.6% | -20.7% | -13.8% |
| All | -10.1% | +10.4% | -20.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling