+527.2%
JCI vs OTIS
+97.1%
+430.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +3.8% | -0.7% | +4.6% | +4.2% |
| 30D | -5.7% | -2.0% | -3.7% | -4.8% |
| 3M | -1.4% | +2.6% | -4.0% | -3.1% |
| 6M | +4.1% | -20.9% | +25.1% | +16.6% |
| YTD | +21.7% | -17.1% | +38.9% | +32.6% |
| 1Y | +36.1% | -15.9% | +52.0% | +46.9% |
| 3Y | +154.4% | -12.7% | +167.2% | +162.1% |
| 5Y | +112.0% | -15.7% | +127.8% | +117.6% |
| All | +527.2% | +97.1% | +430.1% | +390.4% |
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