+102.2%
USO vs OTIS
-9.8%
+111.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -11.9% | -5.8% |
| 7D | -12.7% | +9.5% | -22.2% | -8.0% |
| 30D | +1.0% | +21.1% | -20.1% | +12.6% |
| 3M | +25.6% | +9.0% | +16.6% | +31.8% |
| 6M | -1.5% | +6.4% | -7.9% | +3.6% |
| YTD | +110.3% | -7.1% | +117.4% | +111.6% |
| 1Y | +102.2% | -10.1% | +112.3% | +99.5% |
| All | +102.2% | -9.8% | +111.9% | +99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling