+139.7%
USB vs OTIS
+120.0%
+19.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -1.5% | +6.5% | -8.0% | -4.8% |
| 30D | +4.3% | +19.6% | -15.3% | -5.4% |
| 3M | -6.1% | +9.4% | -15.5% | -10.9% |
| 6M | +9.4% | +6.4% | +3.0% | +5.0% |
| YTD | +15.2% | -7.5% | +22.6% | +19.0% |
| 1Y | +32.8% | -11.0% | +43.8% | +40.1% |
| 3Y | +91.3% | +5.2% | +86.1% | +77.4% |
| 5Y | +22.7% | +5.7% | +16.9% | +12.6% |
| All | +139.7% | +120.0% | +19.6% | +48.8% |
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