-20.0%
OTIS vs UMAC
+473.8%
-493.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.2% | +1.8% |
| 7D | -3.0% | -3.4% | +0.4% | -2.9% |
| 30D | -6.0% | -15.1% | +9.1% | -5.9% |
| 3M | -0.9% | -10.8% | +9.9% | -0.8% |
| 6M | -17.3% | +15.7% | -33.0% | -17.8% |
| YTD | -19.6% | +80.1% | -99.7% | -20.6% |
| 1Y | -21.0% | +116.7% | -137.7% | -22.3% |
| All | -20.0% | +473.8% | -493.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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