+111.1%
ROST vs OTIS
-19.0%
+130.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | -2.5% | -5.0% | +2.5% | -0.2% |
| 30D | -10.3% | -6.5% | -3.8% | -7.6% |
| 3M | -2.6% | -2.0% | -0.6% | -2.1% |
| 6M | +6.5% | -20.2% | +26.7% | +17.3% |
| YTD | +25.9% | -21.0% | +46.9% | +38.8% |
| 1Y | +52.3% | -20.9% | +73.2% | +67.4% |
| 3Y | +94.6% | -13.3% | +107.9% | +93.2% |
| 5Y | +111.1% | -18.5% | +129.6% | +101.3% |
| All | +111.1% | -19.0% | +130.1% | +101.3% |
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