+403.4%
UAL vs OTIS
+91.8%
+311.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.3% |
| 7D | -1.1% | -2.2% | +1.0% | +0.3% |
| 30D | -13.4% | -4.3% | -9.1% | -10.9% |
| 3M | -2.3% | -2.2% | -0.1% | -1.2% |
| 6M | +13.3% | -19.9% | +33.2% | +31.0% |
| YTD | -4.2% | -19.3% | +15.1% | +9.7% |
| 1Y | +1.4% | -19.6% | +21.0% | +15.9% |
| 3Y | +125.8% | -11.5% | +137.3% | +134.5% |
| 5Y | +130.0% | -16.8% | +146.7% | +143.4% |
| All | +403.4% | +91.8% | +311.6% | +260.5% |
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