-16.1%
OTIS vs STZ
-36.5%
+20.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.1% |
| 7D | -0.8% | -7.4% | +6.6% | +1.6% |
| 30D | -4.7% | -10.9% | +6.1% | -1.3% |
| 3M | +1.2% | -13.4% | +14.7% | +5.5% |
| 6M | -20.5% | -16.2% | -4.3% | -16.6% |
| YTD | -18.4% | -10.4% | -8.0% | -16.6% |
| 1Y | -18.1% | -14.8% | -3.3% | -15.1% |
| 3Y | -10.6% | -50.1% | +39.6% | +11.0% |
| 5Y | -16.1% | -38.8% | +22.7% | -11.3% |
| All | -16.1% | -36.5% | +20.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling