+275.3%
ROST vs OTIS
+93.9%
+181.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | -10.0% | -4.7% | -5.2% | -8.2% |
| 3M | +1.2% | +1.2% | 0.0% | +0.4% |
| 6M | +8.9% | -20.5% | +29.5% | +19.0% |
| YTD | +28.1% | -18.4% | +46.5% | +38.0% |
| 1Y | +53.0% | -18.1% | +71.0% | +64.3% |
| 3Y | +97.9% | -10.6% | +108.4% | +99.0% |
| 5Y | +112.0% | -16.1% | +128.1% | +113.4% |
| All | +275.3% | +93.9% | +181.4% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling