+1,405.9%
URI vs OTIS
+115.8%
+1,290.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -2.0% |
| 7D | +6.7% | -1.3% | +8.0% | +7.6% |
| 30D | +8.9% | +12.8% | -3.9% | -0.1% |
| 3M | +0.5% | +7.4% | -6.8% | -4.9% |
| 6M | +20.7% | +7.7% | +12.9% | +13.3% |
| YTD | +40.0% | -9.3% | +49.3% | +48.2% |
| 1Y | +34.4% | -12.1% | +46.5% | +45.2% |
| 3Y | +149.5% | +0.6% | +148.8% | +137.3% |
| 5Y | +205.6% | -1.1% | +206.7% | +193.7% |
| All | +1,405.9% | +115.8% | +1,290.1% | +1,032.7% |
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