+186.6%
UNP vs OTIS
+115.8%
+70.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +4.2% | -1.3% | +5.5% | +4.8% |
| 30D | +5.6% | +12.8% | -7.2% | +0.5% |
| 3M | +2.0% | +7.4% | -5.3% | -1.1% |
| 6M | +15.4% | +7.7% | +7.7% | +11.5% |
| YTD | +32.7% | -9.3% | +42.0% | +37.4% |
| 1Y | +39.4% | -12.1% | +51.5% | +46.2% |
| 3Y | +54.3% | +0.6% | +53.7% | +50.1% |
| 5Y | +39.6% | -1.1% | +40.7% | +34.8% |
| All | +186.6% | +115.8% | +70.9% | +131.4% |
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