+346.8%
STRL vs OTIS
+2.4%
+344.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.2% | +15.2% | +15.0% |
| 7D | -13.3% | +0.5% | -13.9% | -13.3% |
| 30D | -43.3% | +19.4% | -62.8% | -44.7% |
| 3M | -46.9% | +7.1% | -54.0% | -47.2% |
| 6M | -65.6% | +6.6% | -72.2% | -65.8% |
| YTD | -5.1% | -8.3% | +3.2% | -1.6% |
| 1Y | -23.1% | -11.6% | -11.5% | -19.0% |
| 3Y | +346.8% | +3.1% | +343.7% | +272.8% |
| All | +346.8% | +2.4% | +344.4% | +272.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling