-67.9%
USAR vs OTIS
+7.3%
-75.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.9% |
| 7D | -0.8% | -1.3% | +0.5% | -1.8% |
| 30D | -20.9% | +12.8% | -33.7% | -14.2% |
| 3M | -56.2% | +7.4% | -63.5% | -53.6% |
| 6M | -67.9% | +7.7% | -75.6% | -65.6% |
| All | -67.9% | +7.3% | -75.2% | -65.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling