+28.6%
ROK vs OTIS
-14.9%
+43.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | -3.3% | -2.0% | -1.3% | -2.7% |
| 3M | -5.9% | +2.6% | -8.4% | -6.9% |
| 6M | +13.9% | -20.9% | +34.8% | +21.1% |
| YTD | +12.6% | -17.1% | +29.7% | +17.9% |
| 1Y | +28.6% | -15.9% | +44.5% | +30.3% |
| All | +28.6% | -14.9% | +43.5% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling