+114.4%
JCI vs OTIS
-17.8%
+132.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +1.3% |
| 7D | +0.7% | -3.0% | +3.7% | +2.4% |
| 30D | -4.4% | -6.0% | +1.6% | -1.2% |
| 3M | +1.7% | -0.9% | +2.5% | +1.5% |
| 6M | +8.8% | -17.3% | +26.1% | +20.2% |
| YTD | +22.6% | -19.6% | +42.2% | +37.2% |
| 1Y | +36.2% | -21.0% | +57.2% | +53.8% |
| 3Y | +168.0% | -12.1% | +180.1% | +166.8% |
| All | +114.4% | -17.8% | +132.2% | +113.2% |
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