-17.0%
JD vs OTIS
+91.3%
-108.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.6% |
| 7D | -4.2% | -3.0% | -1.3% | -3.0% |
| 30D | -14.4% | -6.0% | -8.4% | -12.0% |
| 3M | -3.6% | -0.9% | -2.7% | -3.5% |
| 6M | -0.3% | -17.3% | +17.0% | +8.0% |
| YTD | -2.4% | -19.6% | +17.2% | +6.7% |
| 1Y | -18.5% | -21.0% | +2.5% | -10.3% |
| 3Y | -7.0% | -12.1% | +5.1% | -2.3% |
| 5Y | -61.7% | -17.1% | -44.6% | -60.3% |
| All | -17.0% | +91.3% | -108.3% | -21.3% |
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