+449.2%
STX vs OTIS
+1.7%
+447.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -17.3% | +1.7% | -19.0% | -17.8% |
| 30D | -35.9% | +18.5% | -54.4% | -40.3% |
| 3M | -37.3% | +7.9% | -45.2% | -39.5% |
| 6M | -35.8% | +5.7% | -41.5% | -38.1% |
| YTD | +82.7% | -9.1% | +91.8% | +88.3% |
| 1Y | +71.6% | -11.6% | +83.2% | +79.4% |
| 3Y | +635.3% | +0.6% | +634.7% | +557.6% |
| All | +449.2% | +1.7% | +447.4% | +361.7% |
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 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