+89.6%
OTIS vs URA
+489.0%
-399.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -2.9% | +2.9% | -5.7% | -3.3% |
| 30D | +16.1% | -10.8% | +26.9% | +17.5% |
| 3M | +6.7% | -25.5% | +32.3% | +10.4% |
| 6M | +6.0% | -41.2% | +47.2% | +12.8% |
| YTD | -9.8% | -21.3% | +11.5% | -8.8% |
| 1Y | -12.3% | -25.7% | +13.4% | -10.9% |
| 3Y | -0.2% | +43.1% | -43.3% | -12.2% |
| 5Y | +1.0% | +35.6% | -34.6% | -13.6% |
| All | +89.6% | +489.0% | -399.3% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling