+239.9%
USO vs OTIS
+93.9%
+146.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.9% |
| 7D | +3.6% | -0.8% | +4.3% | +3.6% |
| 30D | +23.8% | -4.7% | +28.5% | +23.9% |
| 3M | +8.1% | +1.2% | +6.8% | +7.9% |
| 6M | +34.3% | -20.5% | +54.8% | +35.8% |
| YTD | +111.1% | -18.4% | +129.6% | +113.0% |
| 1Y | +99.9% | -18.1% | +118.0% | +101.5% |
| 3Y | +86.5% | -10.6% | +97.1% | +84.6% |
| 5Y | +200.5% | -16.1% | +216.6% | +196.5% |
| All | +239.9% | +93.9% | +146.0% | +241.8% |
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