+74.2%
OTIS vs STLD
+1,702.4%
-1,628.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -0.7% | +3.1% | -3.9% | -1.5% |
| 30D | -2.0% | -9.0% | +7.0% | -0.1% |
| 3M | +2.6% | -12.4% | +14.9% | +5.2% |
| 6M | -20.9% | +25.5% | -46.4% | -26.0% |
| YTD | -17.1% | +43.6% | -60.7% | -25.1% |
| 1Y | -15.9% | +87.2% | -103.1% | -29.1% |
| 3Y | -12.7% | +135.2% | -148.0% | -32.6% |
| 5Y | -15.7% | +290.9% | -306.6% | -45.0% |
| All | +74.2% | +1,702.4% | -1,628.2% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling