-32.7%
UPS vs OTIS
-0.9%
-31.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | +3.8% | -1.3% | +5.1% | +4.4% |
| 30D | +17.4% | +12.8% | +4.6% | +10.6% |
| 3M | +8.2% | +7.4% | +0.8% | +4.3% |
| 6M | +17.9% | +7.7% | +10.2% | +13.1% |
| YTD | +18.7% | -9.3% | +28.0% | +23.7% |
| 1Y | +24.8% | -12.1% | +36.9% | +32.1% |
| 3Y | -4.5% | +0.6% | -5.2% | -9.9% |
| All | -32.7% | -0.9% | -31.7% | -39.9% |
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