+2,320.7%
STX vs OTIS
+91.3%
+2,229.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -4.3% |
| 7D | -2.3% | -3.0% | +0.7% | -1.3% |
| 30D | -5.5% | -6.0% | +0.5% | -3.6% |
| 3M | -4.3% | -0.9% | -3.4% | -5.1% |
| 6M | +115.6% | -17.3% | +132.9% | +129.5% |
| YTD | +202.2% | -19.6% | +221.8% | +223.2% |
| 1Y | +325.3% | -21.0% | +346.3% | +358.3% |
| 3Y | +1,283.9% | -12.1% | +1,296.0% | +1,279.9% |
| 5Y | +1,048.3% | -17.1% | +1,065.4% | +1,038.2% |
| All | +2,320.7% | +91.3% | +2,229.5% | +1,938.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling