-16.5%
OTIS vs ULTA
+44.7%
-61.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | -3.0% | -3.1% | +0.1% | -2.3% |
| 30D | -6.0% | +2.8% | -8.8% | -6.6% |
| 3M | -0.9% | +14.8% | -15.6% | -3.8% |
| 6M | -17.3% | -16.2% | -1.1% | -15.0% |
| YTD | -19.6% | -9.6% | -9.9% | -18.7% |
| 1Y | -21.0% | +4.8% | -25.8% | -22.8% |
| 3Y | -12.1% | +30.7% | -42.8% | -20.9% |
| All | -16.5% | +44.7% | -61.2% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling