+6,301.2%
STRL vs OTIS
+97.1%
+6,204.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.9% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | -9.2% | -2.0% | -7.2% | -8.5% |
| 3M | -51.0% | +2.6% | -53.6% | -52.3% |
| 6M | +15.8% | -20.9% | +36.7% | +29.1% |
| YTD | +58.9% | -17.1% | +76.0% | +71.4% |
| 1Y | +68.5% | -15.9% | +84.4% | +79.9% |
| 3Y | +485.2% | -12.7% | +498.0% | +493.2% |
| 5Y | +2,005.1% | -15.7% | +2,020.8% | +2,030.8% |
| All | +6,301.2% | +97.1% | +6,204.1% | +4,460.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling