+53.8%
UPS vs OTIS
+115.8%
-61.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +3.8% | -1.3% | +5.1% | +4.3% |
| 30D | +17.4% | +12.8% | +4.6% | +11.9% |
| 3M | +8.2% | +7.4% | +0.8% | +5.1% |
| 6M | +17.9% | +7.7% | +10.2% | +14.2% |
| YTD | +18.7% | -9.3% | +28.0% | +22.6% |
| 1Y | +24.8% | -12.1% | +36.9% | +30.5% |
| 3Y | -4.5% | +0.6% | -5.2% | -6.7% |
| 5Y | -33.2% | -1.1% | -32.1% | -35.5% |
| All | +53.8% | +115.8% | -61.9% | +32.2% |
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