+6,415.1%
STRL vs OTIS
+91.8%
+6,323.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | +8.2% | -2.2% | +10.4% | +9.3% |
| 30D | -6.3% | -4.3% | -2.0% | -4.5% |
| 3M | -41.2% | -2.2% | -39.0% | -41.3% |
| 6M | +20.4% | -19.9% | +40.3% | +33.1% |
| YTD | +61.7% | -19.3% | +81.0% | +76.6% |
| 1Y | +72.7% | -19.6% | +92.3% | +88.6% |
| 3Y | +530.9% | -11.5% | +542.5% | +531.9% |
| 5Y | +2,125.4% | -16.8% | +2,142.2% | +2,163.9% |
| All | +6,415.1% | +91.8% | +6,323.3% | +4,600.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling