-10.1%
OTIS vs ULTA
+27.7%
-37.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.2% | +3.2% |
| 7D | +9.5% | +6.7% | +2.8% | +8.3% |
| 30D | +21.1% | +21.7% | -0.6% | +17.6% |
| 3M | +9.0% | +21.5% | -12.5% | +5.8% |
| 6M | +6.4% | +27.5% | -21.1% | +2.1% |
| YTD | -7.1% | +9.2% | -16.3% | -10.2% |
| 1Y | -10.1% | +27.9% | -38.0% | -14.8% |
| All | -10.1% | +27.7% | -37.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling