-4.2%
ROL vs OTIS
-17.1%
+12.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -3.3% | -2.2% | -1.1% | -2.5% |
| 30D | -7.2% | -4.3% | -2.9% | -5.7% |
| 3M | -27.0% | -2.2% | -24.8% | -26.5% |
| 6M | -39.5% | -19.9% | -19.6% | -34.3% |
| YTD | -41.8% | -19.3% | -22.5% | -37.1% |
| 1Y | -38.9% | -19.6% | -19.3% | -34.0% |
| 3Y | -0.4% | -11.5% | +11.1% | +1.0% |
| 5Y | -4.2% | -16.8% | +12.6% | -4.0% |
| All | -4.2% | -17.1% | +12.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling