+207.2%
UMC vs OTIS
-14.9%
+222.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.5% |
| 7D | +5.0% | -0.7% | +5.7% | +4.7% |
| 30D | +7.7% | -2.0% | +9.7% | +7.1% |
| 3M | +1.7% | +2.6% | -0.9% | +2.4% |
| 6M | +113.9% | -20.9% | +134.8% | +102.5% |
| YTD | +168.9% | -17.1% | +186.0% | +160.2% |
| 1Y | +207.2% | -15.9% | +223.1% | +204.5% |
| All | +207.2% | -14.9% | +222.1% | +204.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling