+88.8%
OTIS vs URA
+466.6%
-377.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | 0.0% |
| 7D | -3.0% | +4.5% | -7.4% | -3.5% |
| 30D | +14.0% | -13.4% | +27.4% | +15.8% |
| 3M | +4.9% | -28.4% | +33.3% | +9.0% |
| 6M | +5.4% | -40.5% | +45.8% | +11.8% |
| YTD | -10.2% | -24.3% | +14.1% | -8.9% |
| 1Y | -13.4% | -28.8% | +15.4% | -11.5% |
| 3Y | -0.7% | +37.6% | -38.3% | -12.2% |
| 5Y | -2.1% | +30.7% | -32.8% | -15.9% |
| All | +88.8% | +466.6% | -377.8% | -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