+90.7%
OTIS vs ROP
+76.1%
+14.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | +12.8% | +28.8% | -16.0% | -0.2% |
| 3M | +7.4% | +21.1% | -13.7% | -2.2% |
| 6M | +7.7% | +52.5% | -44.8% | -13.0% |
| YTD | -9.3% | +8.9% | -18.1% | -13.6% |
| 1Y | -12.1% | +8.2% | -20.3% | -16.1% |
| 3Y | +0.6% | -5.2% | +5.8% | +2.4% |
| 5Y | -1.1% | +1.7% | -2.8% | -4.7% |
| All | +90.7% | +76.1% | +14.6% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling