+93.2%
OTIS vs STLD
+1,563.7%
-1,470.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | +4.2% | -11.1% | +15.4% | +6.9% |
| 30D | +20.1% | -4.8% | +24.9% | +21.1% |
| 3M | +7.6% | -14.6% | +22.1% | +10.9% |
| 6M | +4.2% | -7.4% | +11.6% | +4.8% |
| YTD | -8.1% | +32.6% | -40.7% | -15.8% |
| 1Y | -11.5% | +47.3% | -58.8% | -21.1% |
| 3Y | +3.8% | +107.5% | -103.7% | -17.5% |
| 5Y | +5.0% | +268.8% | -263.8% | -30.7% |
| All | +93.2% | +1,563.7% | -1,470.5% | -23.3% |
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