-61.6%
JD vs OTIS
-17.1%
-44.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.8% |
| 7D | -3.0% | -2.2% | -0.8% | -1.6% |
| 30D | -19.3% | -4.3% | -15.0% | -17.0% |
| 3M | -6.0% | -2.2% | -3.8% | -5.1% |
| 6M | +1.8% | -19.9% | +21.7% | +17.0% |
| YTD | -2.6% | -19.3% | +16.8% | +10.6% |
| 1Y | -17.4% | -19.6% | +2.1% | -6.3% |
| 3Y | -8.6% | -11.5% | +2.9% | -6.4% |
| 5Y | -61.6% | -16.8% | -44.8% | -59.9% |
| All | -61.6% | -17.1% | -44.5% | -59.9% |
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