-16.1%
OTIS vs STLA
-62.5%
+46.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -4.7% | -2.4% | -2.4% | -4.5% |
| 3M | +1.2% | -23.9% | +25.1% | +6.0% |
| 6M | -20.5% | -24.6% | +4.1% | -17.0% |
| YTD | -18.4% | -50.5% | +32.1% | -8.5% |
| 1Y | -18.1% | -39.8% | +21.8% | -12.5% |
| 3Y | -10.6% | -65.6% | +55.1% | +5.8% |
| 5Y | -16.1% | -62.1% | +46.0% | -10.4% |
| All | -16.1% | -62.5% | +46.4% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling