+1,441.7%
STX vs OTIS
+115.8%
+1,325.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.4% |
| 7D | +14.6% | -1.3% | +15.9% | +15.0% |
| 30D | -26.0% | +12.8% | -38.7% | -29.2% |
| 3M | -42.6% | +7.4% | -50.0% | -44.4% |
| 6M | -35.3% | +7.7% | -43.0% | -37.8% |
| YTD | +92.5% | -9.3% | +101.7% | +96.5% |
| 1Y | +102.4% | -12.1% | +114.5% | +109.2% |
| 3Y | +673.8% | +0.6% | +673.2% | +631.9% |
| 5Y | +463.1% | -1.1% | +464.1% | +425.8% |
| All | +1,441.7% | +115.8% | +1,325.9% | +1,139.7% |
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 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