-16.8%
OTIS vs ROP
-16.4%
-0.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.5% |
| 7D | -2.2% | -6.1% | +4.0% | +0.7% |
| 30D | -4.3% | -3.4% | -1.0% | -2.9% |
| 3M | -2.2% | +16.7% | -18.9% | -9.6% |
| 6M | -19.9% | +8.1% | -28.0% | -23.4% |
| YTD | -19.3% | -11.7% | -7.6% | -14.3% |
| 1Y | -19.6% | -24.2% | +4.7% | -6.7% |
| 3Y | -11.5% | -19.0% | +7.4% | -2.9% |
| 5Y | -16.8% | -15.9% | -0.9% | -12.8% |
| All | -16.8% | -16.4% | -0.3% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling