+1,377.0%
URI vs OTIS
+116.3%
+1,260.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.5% |
| 7D | -6.0% | +1.7% | -7.7% | -7.2% |
| 30D | +4.6% | +18.5% | -13.9% | -7.2% |
| 3M | -2.7% | +7.9% | -10.6% | -8.2% |
| 6M | +18.4% | +5.7% | +12.7% | +12.7% |
| YTD | +37.4% | -9.1% | +46.4% | +45.1% |
| 1Y | +30.4% | -11.6% | +41.9% | +40.4% |
| 3Y | +147.9% | +0.6% | +147.3% | +136.1% |
| 5Y | +202.1% | +1.8% | +200.2% | +185.7% |
| All | +1,377.0% | +116.3% | +1,260.7% | +1,009.7% |
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