+429.8%
UAL vs OTIS
+118.6%
+311.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.5% |
| 7D | +8.2% | +4.2% | +3.9% | +5.4% |
| 30D | +2.3% | +20.1% | -17.8% | -9.3% |
| 3M | -12.7% | +7.6% | -20.3% | -17.1% |
| 6M | +12.7% | +4.2% | +8.5% | +8.9% |
| YTD | +0.8% | -8.1% | +8.9% | +5.5% |
| 1Y | +17.8% | -11.5% | +29.3% | +26.4% |
| 3Y | +206.7% | +3.8% | +202.9% | +184.4% |
| 5Y | +113.9% | +5.0% | +108.9% | +95.3% |
| All | +429.8% | +118.6% | +311.2% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling