+53.4%
ROKU vs OTIS
-9.8%
+63.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.9% |
| 7D | +4.8% | +9.5% | -4.7% | +3.1% |
| 30D | +6.1% | +21.1% | -15.0% | +2.6% |
| 3M | +10.5% | +9.0% | +1.5% | +8.9% |
| 6M | +29.2% | +6.4% | +22.7% | +27.4% |
| YTD | +50.0% | -7.1% | +57.2% | +49.6% |
| 1Y | +53.4% | -10.1% | +63.5% | +54.6% |
| All | +53.4% | -9.8% | +63.2% | +54.6% |
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