-13.2%
JD vs OTIS
+116.3%
-129.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +5.2% | +1.7% | +3.5% | +4.4% |
| 30D | +4.5% | +18.5% | -14.0% | -3.2% |
| 3M | -15.4% | +7.9% | -23.3% | -18.4% |
| 6M | -6.0% | +5.7% | -11.7% | -8.8% |
| YTD | +2.2% | -9.1% | +11.2% | +5.4% |
| 1Y | -6.7% | -11.6% | +4.9% | -2.4% |
| 3Y | +20.5% | +0.6% | +20.0% | +19.0% |
| 5Y | -58.4% | +1.8% | -60.3% | -59.7% |
| All | -13.2% | +116.3% | -129.4% | -22.2% |
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 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