+69.6%
OTIS vs UUUU
+1,534.8%
-1,465.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | -4.3% | +1.8% | -6.1% | -4.5% |
| 3M | -2.2% | +1.3% | -3.4% | -2.6% |
| 6M | -19.9% | -26.8% | +6.9% | -19.0% |
| YTD | -19.3% | +0.1% | -19.4% | -20.7% |
| 1Y | -19.6% | +11.2% | -30.8% | -22.5% |
| 3Y | -11.5% | +97.7% | -109.2% | -20.7% |
| 5Y | -16.8% | +127.3% | -144.1% | -28.2% |
| All | +69.6% | +1,534.8% | -1,465.3% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling