-12.1%
OTIS vs AUR
+84.2%
-96.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | -3.0% | +1.4% | -4.4% | -3.0% |
| 30D | -6.0% | -6.4% | +0.4% | -5.8% |
| 3M | -0.9% | +7.7% | -8.6% | -1.4% |
| 6M | -17.3% | +44.5% | -61.8% | -19.2% |
| YTD | -19.6% | +67.4% | -87.0% | -22.0% |
| 1Y | -21.0% | +15.4% | -36.5% | -22.2% |
| 3Y | -12.1% | +94.8% | -106.9% | -24.0% |
| All | -12.1% | +84.2% | -96.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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