+203.4%
URI vs OTIS
-15.5%
+218.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -2.0% | -0.7% | -1.2% | -1.4% |
| 30D | -12.9% | -2.0% | -11.0% | -11.7% |
| 3M | -6.7% | +2.6% | -9.3% | -9.1% |
| 6M | +19.0% | -20.9% | +39.9% | +42.7% |
| YTD | +25.5% | -17.1% | +42.6% | +44.6% |
| 1Y | +5.5% | -15.9% | +21.4% | +19.6% |
| 3Y | +111.3% | -12.7% | +124.1% | +118.0% |
| All | +203.4% | -15.5% | +218.9% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling