+423.4%
UAL vs OTIS
+97.1%
+326.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +0.7% | -0.7% | +1.4% | +1.2% |
| 30D | -16.1% | -2.0% | -14.1% | -15.1% |
| 3M | +6.1% | +2.6% | +3.6% | +4.0% |
| 6M | +10.8% | -20.9% | +31.8% | +29.2% |
| YTD | -0.4% | -17.1% | +16.7% | +12.0% |
| 1Y | +5.0% | -15.9% | +20.9% | +16.5% |
| 3Y | +124.0% | -12.7% | +136.8% | +135.2% |
| 5Y | +141.0% | -15.7% | +156.7% | +152.6% |
| All | +423.4% | +97.1% | +326.3% | +268.0% |
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