+1,292.3%
UMC vs OTIS
+93.9%
+1,198.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.6% |
| 7D | +6.6% | -0.8% | +7.4% | +6.8% |
| 30D | +16.6% | -4.7% | +21.3% | +18.4% |
| 3M | +11.0% | +1.2% | +9.8% | +9.7% |
| 6M | +131.3% | -20.5% | +151.8% | +150.3% |
| YTD | +182.5% | -18.4% | +200.9% | +201.3% |
| 1Y | +222.3% | -18.1% | +240.3% | +241.8% |
| 3Y | +253.0% | -10.6% | +263.6% | +251.1% |
| 5Y | +141.8% | -16.1% | +157.9% | +138.6% |
| All | +1,292.3% | +93.9% | +1,198.3% | +1,184.9% |
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