+151.8%
USB vs OTIS
+97.1%
+54.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.4% | -0.7% | +2.2% | +1.9% |
| 30D | -1.3% | -2.0% | +0.7% | -0.3% |
| 3M | +15.2% | +2.6% | +12.7% | +13.1% |
| 6M | +18.8% | -20.9% | +39.8% | +34.5% |
| YTD | +21.0% | -17.1% | +38.1% | +33.1% |
| 1Y | +34.0% | -15.9% | +49.9% | +45.8% |
| 3Y | +95.3% | -12.7% | +108.1% | +102.3% |
| 5Y | +40.4% | -15.7% | +56.1% | +46.4% |
| All | +151.8% | +97.1% | +54.7% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling