-34.5%
RBLX vs OTIS
+16.8%
-51.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.2% |
| 7D | +5.1% | -3.0% | +8.0% | +7.1% |
| 30D | +28.0% | -6.0% | +34.0% | +33.2% |
| 3M | +4.6% | -0.9% | +5.5% | +4.4% |
| 6M | -24.7% | -17.3% | -7.3% | -14.7% |
| YTD | -43.8% | -19.6% | -24.3% | -35.8% |
| 1Y | -65.8% | -21.0% | -44.8% | -60.3% |
| 3Y | +59.4% | -12.1% | +71.5% | +50.4% |
| 5Y | -48.2% | -17.1% | -31.1% | -52.2% |
| All | -34.5% | +16.8% | -51.3% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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