+109.0%
ROKU vs OTIS
+91.3%
+17.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.3% |
| 7D | -0.4% | -3.0% | +2.5% | +0.9% |
| 30D | +2.1% | -6.0% | +8.1% | +4.9% |
| 3M | +29.5% | -0.9% | +30.4% | +29.6% |
| 6M | +53.8% | -17.3% | +71.1% | +67.1% |
| YTD | +42.8% | -19.6% | +62.4% | +56.5% |
| 1Y | +60.7% | -21.0% | +81.8% | +77.5% |
| 3Y | +83.9% | -12.1% | +96.0% | +88.9% |
| 5Y | -52.8% | -17.1% | -35.7% | -53.3% |
| All | +109.0% | +91.3% | +17.8% | +126.5% |
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