+206.7%
UAL vs OTIS
+4.7%
+202.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +8.2% | +4.2% | +3.9% | +6.1% |
| 30D | +2.3% | +20.1% | -17.8% | -6.6% |
| 3M | -12.7% | +7.6% | -20.3% | -15.8% |
| 6M | +12.7% | +4.2% | +8.5% | +10.4% |
| YTD | +0.8% | -8.1% | +8.9% | +4.9% |
| 1Y | +17.8% | -11.5% | +29.3% | +25.1% |
| 3Y | +206.7% | +3.8% | +202.9% | +160.3% |
| All | +206.7% | +4.7% | +202.0% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling