+1,383.2%
STX vs OTIS
-10.9%
+1,394.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +6.6% |
| 7D | +10.7% | -0.8% | +11.5% | +10.8% |
| 30D | +11.3% | -4.7% | +16.0% | +11.8% |
| 3M | +3.2% | +1.2% | +2.0% | +2.2% |
| 6M | +157.0% | -20.5% | +177.5% | +168.7% |
| YTD | +229.2% | -18.4% | +247.7% | +240.7% |
| 1Y | +381.8% | -18.1% | +399.9% | +398.6% |
| 3Y | +1,383.2% | -10.6% | +1,393.7% | +1,237.6% |
| All | +1,383.2% | -10.9% | +1,394.1% | +1,237.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling