+1,344.6%
UMC vs OTIS
+91.3%
+1,253.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.7% |
| 7D | +9.0% | -3.0% | +12.0% | +10.1% |
| 30D | +17.2% | -6.0% | +23.3% | +19.7% |
| 3M | +11.4% | -0.9% | +12.3% | +10.8% |
| 6M | +137.5% | -17.3% | +154.8% | +152.9% |
| YTD | +193.1% | -19.6% | +212.7% | +214.2% |
| 1Y | +240.3% | -21.0% | +261.3% | +266.4% |
| 3Y | +262.2% | -12.1% | +274.3% | +262.5% |
| 5Y | +143.1% | -17.1% | +160.2% | +140.9% |
| All | +1,344.6% | +91.3% | +1,253.3% | +1,239.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling