-12.1%
OTIS vs STLA
-64.5%
+52.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | -1.3% | -13.8% | +12.5% | +0.2% |
| 30D | +12.8% | -10.5% | +23.3% | +14.1% |
| 3M | +7.4% | -28.9% | +36.2% | +11.0% |
| 6M | +7.7% | -49.7% | +57.5% | +15.2% |
| YTD | -9.3% | -64.9% | +55.7% | -0.5% |
| 1Y | -12.1% | -64.0% | +51.9% | -4.1% |
| All | -12.1% | -64.5% | +52.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling