+52.3%
ROST vs OTIS
-14.9%
+67.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.9% | -0.7% | +1.7% | +1.1% |
| 30D | -8.9% | -2.0% | -6.9% | -8.4% |
| 3M | -0.8% | +2.6% | -3.4% | -1.7% |
| 6M | +8.5% | -20.9% | +29.4% | +12.7% |
| YTD | +28.6% | -17.1% | +45.7% | +32.0% |
| 1Y | +52.3% | -15.9% | +68.2% | +56.1% |
| All | +52.3% | -14.9% | +67.3% | +56.1% |
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