+57.7%
USAR vs OTIS
-13.8%
+71.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -3.9% | -6.1% |
| 7D | -9.3% | -5.0% | -4.3% | -9.7% |
| 30D | -15.2% | -6.5% | -8.7% | -15.6% |
| 3M | -21.1% | -2.0% | -19.2% | -21.4% |
| 6M | -21.6% | -20.2% | -1.4% | -22.7% |
| YTD | +34.8% | -21.0% | +55.8% | +32.6% |
| 1Y | +15.6% | -20.9% | +36.5% | +14.0% |
| All | +57.7% | -13.8% | +71.5% | +54.1% |
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