-13.3%
JD vs OTIS
+97.1%
-110.4%
-79.1%
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% | +2.0% |
| 7D | -1.7% | -0.7% | -0.9% | -1.3% |
| 30D | -13.2% | -2.0% | -11.2% | -12.4% |
| 3M | -3.2% | +2.6% | -5.8% | -4.6% |
| 6M | +15.2% | -20.9% | +36.2% | +27.4% |
| YTD | +2.0% | -17.1% | +19.1% | +9.9% |
| 1Y | -5.4% | -15.9% | +10.5% | +1.2% |
| 3Y | -9.1% | -12.7% | +3.6% | -4.3% |
| 5Y | -59.6% | -15.7% | -43.9% | -58.6% |
| All | -13.3% | +97.1% | -110.4% | -18.9% |
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 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