+260.6%
USO vs OTIS
+91.3%
+169.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | +9.1% | -3.0% | +12.1% | +9.2% |
| 30D | +21.7% | -6.0% | +27.7% | +21.8% |
| 3M | +20.2% | -0.9% | +21.1% | +20.1% |
| 6M | +43.4% | -17.3% | +60.7% | +44.5% |
| YTD | +124.0% | -19.6% | +143.5% | +125.9% |
| 1Y | +112.2% | -21.0% | +133.2% | +114.3% |
| 3Y | +97.7% | -12.1% | +109.7% | +95.8% |
| 5Y | +217.4% | -17.1% | +234.5% | +213.2% |
| All | +260.6% | +91.3% | +169.3% | +262.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling