-16.0%
JD vs OTIS
-20.9%
+4.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -2.6% | -5.0% | +2.4% | -1.6% |
| 30D | -15.4% | -6.5% | -8.9% | -14.2% |
| 3M | -5.0% | -2.0% | -3.1% | -4.7% |
| 6M | +0.9% | -20.2% | +21.1% | +4.5% |
| YTD | -2.5% | -21.0% | +18.5% | +0.2% |
| 1Y | -16.0% | -20.9% | +4.8% | -14.5% |
| All | -16.0% | -20.9% | +4.9% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling