+37.3%
UPS vs OTIS
+91.3%
-54.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | -2.0% | -3.0% | +1.0% | -0.8% |
| 30D | -2.0% | -6.0% | +4.1% | +0.4% |
| 3M | -6.2% | -0.9% | -5.4% | -6.2% |
| 6M | +2.8% | -17.3% | +20.1% | +10.2% |
| YTD | +5.9% | -19.6% | +25.5% | +14.7% |
| 1Y | +26.2% | -21.0% | +47.3% | +37.6% |
| 3Y | -26.0% | -12.1% | -13.9% | -23.7% |
| 5Y | -34.3% | -17.1% | -17.2% | -32.6% |
| All | +37.3% | +91.3% | -54.0% | +23.7% |
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