+54.0%
UNP vs OTIS
-19.0%
+72.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.3% |
| 7D | -1.2% | -5.0% | +3.9% | +1.1% |
| 30D | -2.0% | -6.5% | +4.5% | +0.9% |
| 3M | +7.5% | -2.0% | +9.5% | +8.2% |
| 6M | +15.3% | -20.2% | +35.5% | +27.2% |
| YTD | +25.4% | -21.0% | +46.4% | +38.8% |
| 1Y | +35.6% | -20.9% | +56.5% | +49.7% |
| 3Y | +44.1% | -13.3% | +57.5% | +47.5% |
| 5Y | +54.0% | -18.5% | +72.5% | +55.8% |
| All | +54.0% | -19.0% | +72.9% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling