-16.1%
OTIS vs URA
+131.0%
-147.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.0% |
| 7D | -0.8% | +8.1% | -8.9% | -1.7% |
| 30D | -4.7% | +5.8% | -10.5% | -5.5% |
| 3M | +1.2% | +3.4% | -2.2% | +0.5% |
| 6M | -20.5% | -2.6% | -17.9% | -20.8% |
| YTD | -18.4% | +11.2% | -29.6% | -20.8% |
| 1Y | -18.1% | +19.8% | -37.9% | -22.1% |
| 3Y | -10.6% | +121.5% | -132.0% | -26.0% |
| 5Y | -16.1% | +134.5% | -150.5% | -34.2% |
| All | -16.1% | +131.0% | -147.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling