+147.4%
URI vs OTIS
+4.7%
+142.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -9.8% | +4.2% | -14.0% | -12.0% |
| 30D | +1.7% | +20.1% | -18.4% | -8.6% |
| 3M | -9.1% | +7.6% | -16.7% | -13.0% |
| 6M | +9.9% | +4.2% | +5.7% | +6.8% |
| YTD | +31.2% | -8.1% | +39.3% | +37.5% |
| 1Y | +25.9% | -11.5% | +37.4% | +34.8% |
| 3Y | +147.4% | +3.8% | +143.6% | +93.6% |
| All | +147.4% | +4.7% | +142.7% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling