+41.2%
USB vs OTIS
-15.5%
+56.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | -0.7% | +2.2% | +1.8% |
| 30D | -1.3% | -2.0% | +0.7% | -0.4% |
| 3M | +15.2% | +2.6% | +12.7% | +13.3% |
| 6M | +18.8% | -20.9% | +39.8% | +33.6% |
| YTD | +21.0% | -17.1% | +38.1% | +32.4% |
| 1Y | +34.0% | -15.9% | +49.9% | +45.1% |
| 3Y | +95.3% | -12.7% | +108.1% | +99.4% |
| All | +41.2% | -15.5% | +56.7% | +39.4% |
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