+0.6%
OTIS vs STLD
+274.1%
-273.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.7% |
| 7D | -1.3% | +2.9% | -4.2% | -1.9% |
| 30D | +12.8% | -5.6% | +18.3% | +13.8% |
| 3M | +7.4% | -11.7% | +19.1% | +9.6% |
| 6M | +7.7% | -2.8% | +10.5% | +7.2% |
| YTD | -9.3% | +36.4% | -45.7% | -16.9% |
| 1Y | -12.1% | +50.0% | -62.1% | -21.3% |
| 3Y | +0.6% | +122.3% | -121.7% | -20.4% |
| All | +0.6% | +274.1% | -273.4% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling