+69.1%
OTIS vs STZ
+14.6%
+54.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | -3.0% | -4.5% | +1.5% | -1.5% |
| 30D | -6.0% | -8.6% | +2.6% | -3.2% |
| 3M | -0.9% | -13.8% | +12.9% | +3.9% |
| 6M | -17.3% | -17.2% | -0.2% | -12.5% |
| YTD | -19.6% | -9.4% | -10.2% | -17.9% |
| 1Y | -21.0% | -11.9% | -9.2% | -18.9% |
| 3Y | -12.1% | -49.6% | +37.5% | +9.4% |
| 5Y | -17.1% | -37.2% | +20.1% | -6.7% |
| All | +69.1% | +14.6% | +54.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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