+466.5%
UAL vs OTIS
+116.3%
+350.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.7% |
| 7D | +12.5% | +1.7% | +10.7% | +11.3% |
| 30D | +12.2% | +18.5% | -6.3% | +0.3% |
| 3M | -2.6% | +7.9% | -10.5% | -7.8% |
| 6M | +21.1% | +5.7% | +15.4% | +15.9% |
| YTD | +7.8% | -9.1% | +16.9% | +13.6% |
| 1Y | +25.4% | -11.6% | +37.0% | +34.6% |
| 3Y | +217.3% | +0.6% | +216.8% | +200.8% |
| 5Y | +132.9% | +1.8% | +131.0% | +116.6% |
| All | +466.5% | +116.3% | +350.3% | +273.3% |
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 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