-25.9%
STRL vs OTIS
-9.8%
-16.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.9% | -25.3% | -18.6% |
| 7D | -27.1% | +9.5% | -36.6% | -21.8% |
| 30D | -45.8% | +21.1% | -66.9% | -39.0% |
| 3M | -47.6% | +9.0% | -56.6% | -43.7% |
| 6M | -46.4% | +6.4% | -52.9% | -41.7% |
| YTD | -7.4% | -7.1% | -0.3% | -3.8% |
| 1Y | -25.9% | -10.1% | -15.7% | -25.7% |
| All | -25.9% | -9.8% | -16.1% | -25.7% |
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