-20.9%
OTIS vs STZ
-12.7%
-8.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.4% |
| 7D | -5.0% | -4.1% | -0.9% | -4.2% |
| 30D | -6.5% | -7.6% | +1.1% | -5.0% |
| 3M | -2.0% | -12.3% | +10.3% | +0.3% |
| 6M | -20.2% | -16.3% | -3.9% | -17.7% |
| YTD | -21.0% | -8.4% | -12.6% | -19.4% |
| 1Y | -20.9% | -10.8% | -10.0% | -19.0% |
| All | -20.9% | -12.7% | -8.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling