+0.6%
OTIS vs URA
+35.4%
-34.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | -1.3% | -1.5% | +0.3% | -1.2% |
| 30D | +12.8% | -10.4% | +23.2% | +13.3% |
| 3M | +7.4% | -29.6% | +37.0% | +9.2% |
| 6M | +7.7% | -40.3% | +48.0% | +10.6% |
| YTD | -9.3% | -25.5% | +16.2% | -8.7% |
| 1Y | -12.1% | -26.4% | +14.3% | -11.5% |
| 3Y | +0.6% | +31.4% | -30.8% | -8.8% |
| All | +0.6% | +35.4% | -34.8% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling