+74.2%
OTIS vs URA
+706.4%
-632.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | -2.0% | +7.4% | -9.4% | -3.0% |
| 3M | +2.6% | -8.4% | +11.0% | +3.4% |
| 6M | -20.9% | -12.7% | -8.2% | -20.1% |
| YTD | -17.1% | +7.8% | -24.9% | -19.3% |
| 1Y | -15.9% | +19.5% | -35.4% | -20.2% |
| 3Y | -12.7% | +116.4% | -129.2% | -27.6% |
| 5Y | -15.7% | +134.3% | -150.0% | -33.3% |
| All | +74.2% | +706.4% | -632.2% | -18.6% |
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