+89.6%
OTIS vs STLA
-0.5%
+90.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.8% | -13.8% | +11.9% | +0.9% |
| 30D | +12.1% | -10.5% | +22.7% | +14.2% |
| 3M | +6.8% | -28.9% | +35.6% | +13.3% |
| 6M | +7.1% | -49.7% | +56.8% | +21.2% |
| YTD | -9.8% | -64.9% | +55.1% | +8.4% |
| 1Y | -12.6% | -64.0% | +51.4% | +4.2% |
| 3Y | +0.1% | -77.4% | +77.5% | +29.3% |
| 5Y | -1.7% | -74.4% | +72.8% | +18.1% |
| All | +89.6% | -0.5% | +90.1% | +55.6% |
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