+19.5%
UL vs OTIS
-13.8%
+33.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -0.8% |
| 7D | -4.1% | -5.0% | +1.0% | -2.7% |
| 30D | -1.2% | -6.5% | +5.3% | +0.6% |
| 3M | +6.0% | -2.0% | +7.9% | +6.5% |
| 6M | -5.5% | -20.2% | +14.7% | +0.1% |
| YTD | -3.3% | -21.0% | +17.6% | +2.5% |
| 1Y | -9.8% | -20.9% | +11.1% | -4.5% |
| All | +19.5% | -13.8% | +33.3% | +25.1% |
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