+3,710.0%
STRL vs OTIS
+116.3%
+3,593.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -19.8% | +1.7% | -21.5% | -20.8% |
| 30D | -43.6% | +18.5% | -62.0% | -48.4% |
| 3M | -45.2% | +7.9% | -53.1% | -47.8% |
| 6M | -65.7% | +5.7% | -71.4% | -67.4% |
| YTD | -5.4% | -9.1% | +3.6% | -3.5% |
| 1Y | -24.7% | -11.6% | -13.1% | -22.1% |
| 3Y | +335.0% | +0.6% | +334.5% | +304.4% |
| 5Y | +915.3% | +1.8% | +913.4% | +826.6% |
| All | +3,710.0% | +116.3% | +3,593.7% | +2,468.7% |
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 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