+1,408.1%
URI vs OTIS
+118.0%
+1,290.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +7.0% |
| 7D | -4.0% | +0.5% | -4.5% | -4.5% |
| 30D | +6.8% | +19.4% | -12.6% | -5.8% |
| 3M | -2.8% | +7.1% | -9.9% | -7.9% |
| 6M | +20.9% | +6.6% | +14.3% | +14.5% |
| YTD | +40.2% | -8.3% | +48.5% | +47.4% |
| 1Y | +34.1% | -11.6% | +45.7% | +44.4% |
| 3Y | +164.1% | +3.1% | +161.0% | +147.1% |
| 5Y | +199.3% | +2.5% | +196.9% | +181.9% |
| All | +1,408.1% | +118.0% | +1,290.0% | +1,026.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling