+123.8%
STX vs OTIS
-9.8%
+133.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -12.0% | -5.8% |
| 7D | -20.2% | +9.5% | -29.7% | -15.7% |
| 30D | -37.2% | +21.1% | -58.3% | -30.7% |
| 3M | -34.1% | +9.0% | -43.1% | -30.2% |
| 6M | -24.5% | +6.4% | -30.9% | -19.0% |
| YTD | +102.9% | -7.1% | +110.1% | +109.6% |
| 1Y | +123.8% | -10.1% | +133.9% | +131.2% |
| All | +123.8% | -9.8% | +133.6% | +131.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling