+137.7%
UAL vs OTIS
-14.6%
+152.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.7% |
| 7D | +3.5% | -0.8% | +4.2% | +4.0% |
| 30D | -16.5% | -4.7% | -11.7% | -13.6% |
| 3M | +2.8% | +1.2% | +1.5% | +1.5% |
| 6M | +17.6% | -20.5% | +38.1% | +37.4% |
| YTD | -3.2% | -18.4% | +15.2% | +10.6% |
| 1Y | +0.4% | -18.1% | +18.5% | +13.9% |
| 3Y | +128.2% | -10.6% | +138.7% | +129.1% |
| 5Y | +137.7% | -16.1% | +153.8% | +124.9% |
| All | +137.7% | -14.6% | +152.3% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling