+78.5%
ROL vs OTIS
+115.8%
-37.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +2.2% |
| 7D | +3.0% | -1.3% | +4.3% | +3.5% |
| 30D | +19.8% | +12.8% | +7.0% | +14.6% |
| 3M | +7.9% | +7.4% | +0.5% | +5.1% |
| 6M | -25.6% | +7.7% | -33.4% | -27.8% |
| YTD | -34.1% | -9.3% | -24.9% | -32.2% |
| 1Y | -31.4% | -12.1% | -19.3% | -28.6% |
| 3Y | +4.7% | +0.6% | +4.0% | +2.1% |
| 5Y | +15.6% | -1.1% | +16.7% | +11.9% |
| All | +78.5% | +115.8% | -37.2% | +39.0% |
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