+71.4%
OTIS vs STLD
+1,689.4%
-1,618.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.8% | +2.7% | -3.4% | -1.4% |
| 30D | -4.7% | -8.4% | +3.7% | -3.0% |
| 3M | +1.2% | -9.9% | +11.1% | +3.1% |
| 6M | -20.5% | +33.0% | -53.6% | -26.6% |
| YTD | -18.4% | +42.6% | -61.0% | -26.2% |
| 1Y | -18.1% | +80.8% | -98.8% | -30.4% |
| 3Y | -10.6% | +143.4% | -154.0% | -31.6% |
| 5Y | -16.1% | +293.4% | -309.5% | -45.4% |
| All | +71.4% | +1,689.4% | -1,618.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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