+88.8%
OTIS vs STLA
+0.6%
+88.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.7% |
| 7D | -3.0% | -13.1% | +10.1% | -0.4% |
| 30D | +14.0% | -13.3% | +27.2% | +16.7% |
| 3M | +4.9% | -27.9% | +32.8% | +11.0% |
| 6M | +5.4% | -47.8% | +53.2% | +18.3% |
| YTD | -10.2% | -64.6% | +54.4% | +7.7% |
| 1Y | -13.4% | -64.0% | +50.6% | +3.3% |
| 3Y | -0.7% | -76.8% | +76.1% | +27.5% |
| 5Y | -2.1% | -74.2% | +72.0% | +17.3% |
| All | +88.8% | +0.6% | +88.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling