+74.2%
OTIS vs ROP
+49.1%
+25.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +1.3% |
| 7D | -0.7% | -4.4% | +3.7% | +1.4% |
| 30D | -2.0% | +3.2% | -5.2% | -3.6% |
| 3M | +2.6% | +23.1% | -20.5% | -7.6% |
| 6M | -20.9% | +13.3% | -34.2% | -26.1% |
| YTD | -17.1% | -7.9% | -9.3% | -14.4% |
| 1Y | -15.9% | -22.1% | +6.2% | -5.1% |
| 3Y | -12.7% | -16.8% | +4.1% | -5.7% |
| 5Y | -15.7% | -13.5% | -2.2% | -12.1% |
| All | +74.2% | +49.1% | +25.2% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling