+1,275.2%
URI vs OTIS
+91.8%
+1,183.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.1% |
| 7D | +5.0% | -2.2% | +7.2% | +6.5% |
| 30D | -9.4% | -4.3% | -5.1% | -6.7% |
| 3M | -5.8% | -2.2% | -3.6% | -4.8% |
| 6M | +25.8% | -19.9% | +45.7% | +46.0% |
| YTD | +27.9% | -19.3% | +47.2% | +47.5% |
| 1Y | +9.7% | -19.6% | +29.3% | +26.4% |
| 3Y | +128.0% | -11.5% | +139.5% | +138.8% |
| 5Y | +212.4% | -16.8% | +229.2% | +236.7% |
| All | +1,275.2% | +91.8% | +1,183.4% | +1,027.8% |
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