+258.4%
ROK vs OTIS
+97.1%
+161.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.7% | -0.7% | +1.4% | +1.1% |
| 30D | -3.3% | -2.0% | -1.3% | -2.4% |
| 3M | -5.9% | +2.6% | -8.4% | -7.5% |
| 6M | +13.9% | -20.9% | +34.8% | +28.0% |
| YTD | +12.6% | -17.1% | +29.7% | +23.0% |
| 1Y | +28.6% | -15.9% | +44.5% | +39.3% |
| 3Y | +45.1% | -12.7% | +57.8% | +51.9% |
| 5Y | +45.6% | -15.7% | +61.3% | +50.4% |
| All | +258.4% | +97.1% | +161.3% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling