+2,082.1%
STRL vs OTIS
-17.8%
+2,099.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +4.6% |
| 7D | +5.0% | -3.0% | +8.0% | +6.4% |
| 30D | -6.9% | -6.0% | -0.9% | -4.5% |
| 3M | -39.1% | -0.9% | -38.2% | -39.7% |
| 6M | +21.5% | -17.3% | +38.8% | +32.1% |
| YTD | +66.9% | -19.6% | +86.4% | +82.4% |
| 1Y | +61.6% | -21.0% | +82.7% | +78.2% |
| 3Y | +560.0% | -12.1% | +572.1% | +545.5% |
| All | +2,082.1% | -17.8% | +2,099.9% | +1,965.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling