+96.5%
STM vs OTIS
-9.8%
+106.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.9% | -9.9% | -5.6% |
| 7D | -6.0% | +9.5% | -15.5% | -5.2% |
| 30D | -20.9% | +21.1% | -42.1% | -20.5% |
| 3M | -15.8% | +9.0% | -24.8% | -14.5% |
| 6M | -17.0% | +6.4% | -23.5% | -15.2% |
| YTD | +76.8% | -7.1% | +83.9% | +84.8% |
| 1Y | +96.5% | -10.1% | +106.6% | +109.3% |
| All | +96.5% | -9.8% | +106.3% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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