+69.6%
OTIS vs URA
+720.4%
-650.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.9% |
| 7D | -2.2% | +5.7% | -7.9% | -2.9% |
| 30D | -4.3% | +5.6% | -9.9% | -5.1% |
| 3M | -2.2% | +6.2% | -8.4% | -3.3% |
| 6M | -19.9% | -8.2% | -11.7% | -19.6% |
| YTD | -19.3% | +9.7% | -29.0% | -21.6% |
| 1Y | -19.6% | +17.0% | -36.5% | -23.4% |
| 3Y | -11.5% | +118.5% | -130.0% | -26.7% |
| 5Y | -16.8% | +134.3% | -151.1% | -34.1% |
| All | +69.6% | +720.4% | -650.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling