+74.2%
OTIS vs STLA
+44.9%
+29.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -0.7% | +2.6% | -3.3% | -1.3% |
| 30D | -2.0% | -1.2% | -0.8% | -1.9% |
| 3M | +2.6% | -24.8% | +27.3% | +8.0% |
| 6M | -20.9% | -25.6% | +4.6% | -16.9% |
| YTD | -17.1% | -48.9% | +31.8% | -6.8% |
| 1Y | -15.9% | -38.8% | +22.9% | -10.0% |
| 3Y | -12.7% | -64.5% | +51.8% | +3.0% |
| 5Y | -15.7% | -62.4% | +46.7% | -5.7% |
| All | +74.2% | +44.9% | +29.4% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling