+102.9%
UNH vs OTIS
+93.9%
+9.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | -1.5% | -4.7% | +3.2% | -0.5% |
| 3M | -0.8% | +1.2% | -2.1% | -1.3% |
| 6M | +41.8% | -20.5% | +62.3% | +49.0% |
| YTD | +23.1% | -18.4% | +41.5% | +28.4% |
| 1Y | +28.5% | -18.1% | +46.6% | +33.9% |
| 3Y | -11.8% | -10.6% | -1.2% | -11.4% |
| 5Y | +5.3% | -16.1% | +21.4% | +5.5% |
| All | +102.9% | +93.9% | +9.0% | +72.2% |
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