+37.5%
UPS vs OTIS
+93.9%
-56.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | -2.1% | -0.8% | -1.4% | -1.8% |
| 30D | -2.3% | -4.7% | +2.4% | -0.5% |
| 3M | -5.2% | +1.2% | -6.4% | -5.9% |
| 6M | +1.4% | -20.5% | +21.9% | +10.5% |
| YTD | +6.1% | -18.4% | +24.6% | +14.3% |
| 1Y | +27.0% | -18.1% | +45.1% | +36.5% |
| 3Y | -25.9% | -10.6% | -15.4% | -24.1% |
| 5Y | -34.6% | -16.1% | -18.5% | -33.2% |
| All | +37.5% | +93.9% | -56.4% | +23.3% |
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