+413.7%
UAL vs OTIS
+115.8%
+297.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -2.4% |
| 7D | -3.0% | -1.3% | -1.8% | -2.2% |
| 30D | +10.5% | +12.8% | -2.3% | +2.1% |
| 3M | -13.5% | +7.4% | -20.9% | -17.8% |
| 6M | +14.2% | +7.7% | +6.5% | +8.0% |
| YTD | -2.2% | -9.3% | +7.0% | +3.2% |
| 1Y | +12.5% | -12.1% | +24.6% | +21.2% |
| 3Y | +186.8% | +0.6% | +186.2% | +171.7% |
| 5Y | +119.4% | -1.1% | +120.5% | +107.8% |
| All | +413.7% | +115.8% | +297.9% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 10y: compounded portfolio wealth divided by compounded OTIS 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…
10y analysis · Full analysis span regression · 6 months rolling