+91.5%
USB vs OTIS
+4.7%
+86.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | 0.0% | +4.2% | -4.2% | -1.5% |
| 30D | +5.8% | +20.1% | -14.3% | -1.2% |
| 3M | -6.0% | +7.6% | -13.6% | -8.6% |
| 6M | +7.8% | +4.2% | +3.6% | +5.9% |
| YTD | +14.6% | -8.1% | +22.7% | +18.3% |
| 1Y | +31.8% | -11.5% | +43.3% | +38.2% |
| 3Y | +91.5% | +3.8% | +87.7% | +63.5% |
| All | +91.5% | +4.7% | +86.9% | +63.5% |
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