+96.1%
ROST vs OTIS
-13.8%
+109.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | -2.5% | -5.0% | +2.5% | -1.1% |
| 30D | -10.3% | -6.5% | -3.8% | -8.6% |
| 3M | -2.6% | -2.0% | -0.6% | -2.3% |
| 6M | +6.5% | -20.2% | +26.7% | +12.8% |
| YTD | +25.9% | -21.0% | +46.9% | +33.4% |
| 1Y | +52.3% | -20.9% | +73.2% | +61.1% |
| All | +96.1% | -13.8% | +109.9% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling