+224.5%
USO vs OTIS
-19.0%
+243.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +5.6% |
| 7D | +11.5% | -5.0% | +16.5% | +11.4% |
| 30D | +24.1% | -6.5% | +30.6% | +24.0% |
| 3M | +17.9% | -2.0% | +19.9% | +17.7% |
| 6M | +49.6% | -20.2% | +69.8% | +50.6% |
| YTD | +129.0% | -21.0% | +150.0% | +130.5% |
| 1Y | +112.0% | -20.9% | +132.9% | +113.3% |
| 3Y | +102.3% | -13.3% | +115.6% | +97.5% |
| 5Y | +224.5% | -18.5% | +243.1% | +230.2% |
| All | +224.5% | -19.0% | +243.5% | +230.2% |
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