-18.5%
OTIS vs UEC
+273.6%
-292.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.7% |
| 7D | -5.0% | -4.3% | -0.8% | -4.8% |
| 30D | -6.5% | -3.8% | -2.6% | -6.4% |
| 3M | -2.0% | +17.0% | -18.9% | -3.2% |
| 6M | -20.2% | -23.9% | +3.7% | -19.6% |
| YTD | -21.0% | -5.7% | -15.3% | -21.9% |
| 1Y | -20.9% | -12.5% | -8.3% | -22.0% |
| 3Y | -13.3% | +136.5% | -149.8% | -24.0% |
| 5Y | -18.5% | +243.3% | -261.8% | -34.0% |
| All | -18.5% | +273.6% | -292.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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