-19.8%
OTIS vs UMAC
+508.0%
-527.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -1.0% |
| 7D | -2.2% | +3.3% | -5.4% | -2.2% |
| 30D | -4.3% | -10.4% | +6.1% | -4.3% |
| 3M | -2.2% | +1.8% | -3.9% | -2.3% |
| 6M | -19.9% | +40.7% | -60.6% | -20.5% |
| YTD | -19.3% | +90.9% | -110.2% | -20.4% |
| 1Y | -19.6% | +151.8% | -171.3% | -21.0% |
| All | -19.8% | +508.0% | -527.8% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling