+91.9%
UNH vs OTIS
+91.3%
+0.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.1% | -2.8% |
| 7D | -4.5% | -3.0% | -1.6% | -3.9% |
| 30D | -6.5% | -6.0% | -0.5% | -5.3% |
| 3M | -6.0% | -0.9% | -5.1% | -6.0% |
| 6M | +33.7% | -17.3% | +51.0% | +39.1% |
| YTD | +16.4% | -19.6% | +36.0% | +21.8% |
| 1Y | +10.1% | -21.0% | +31.1% | +15.6% |
| 3Y | -16.3% | -12.1% | -4.2% | -15.7% |
| 5Y | +2.1% | -17.1% | +19.2% | +2.5% |
| All | +91.9% | +91.3% | +0.7% | +63.3% |
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 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