-18.0%
OTIS vs UUUU
+88.5%
-106.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -1.7% |
| 7D | -5.0% | -5.0% | 0.0% | -4.7% |
| 30D | -6.5% | -7.8% | +1.3% | -6.1% |
| 3M | -2.0% | -0.4% | -1.5% | -2.3% |
| 6M | -20.2% | -32.9% | +12.7% | -18.8% |
| YTD | -21.0% | -6.3% | -14.7% | -22.2% |
| 1Y | -20.9% | +7.9% | -28.8% | -24.1% |
| 3Y | -13.3% | +85.2% | -98.5% | -23.6% |
| All | -18.0% | +88.5% | -106.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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