+1,144.9%
STX vs OTIS
-14.6%
+1,159.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +7.1% |
| 7D | +10.7% | -0.8% | +11.5% | +11.0% |
| 30D | +11.3% | -4.7% | +16.0% | +13.2% |
| 3M | +3.2% | +1.2% | +2.0% | +1.2% |
| 6M | +157.0% | -20.5% | +177.5% | +183.0% |
| YTD | +229.2% | -18.4% | +247.7% | +255.3% |
| 1Y | +381.8% | -18.1% | +399.9% | +418.5% |
| 3Y | +1,383.2% | -10.6% | +1,393.7% | +1,308.3% |
| 5Y | +1,144.9% | -16.1% | +1,161.0% | +1,050.0% |
| All | +1,144.9% | -14.6% | +1,159.5% | +1,050.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling