+74.2%
OTIS vs STT
+437.4%
-363.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | -2.0% | +3.9% | -5.8% | -3.2% |
| 3M | +2.6% | +20.0% | -17.4% | -3.4% |
| 6M | -20.9% | +55.3% | -76.2% | -31.5% |
| YTD | -17.1% | +53.3% | -70.4% | -28.2% |
| 1Y | -15.9% | +74.7% | -90.6% | -30.4% |
| 3Y | -12.7% | +205.8% | -218.6% | -41.1% |
| 5Y | -15.7% | +145.0% | -160.7% | -40.9% |
| All | +74.2% | +437.4% | -363.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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