-19.0%
USAR vs OTIS
-6.6%
-12.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.3% |
| 7D | -0.8% | -1.3% | +0.5% | -1.0% |
| 30D | -20.9% | +12.8% | -33.7% | -19.6% |
| 3M | -56.2% | +7.4% | -63.5% | -55.5% |
| 6M | -67.9% | +7.7% | -75.6% | -67.4% |
| YTD | -31.4% | -9.3% | -22.2% | -31.2% |
| 1Y | -45.1% | -12.1% | -32.9% | -44.9% |
| 3Y | -20.3% | +0.6% | -20.9% | -20.4% |
| All | -19.0% | -6.6% | -12.4% | -19.1% |
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 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