-13.0%
JD vs OTIS
+118.0%
-131.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +7.9% | +0.5% | +7.4% | +7.6% |
| 30D | +4.8% | +19.4% | -14.7% | -3.3% |
| 3M | -13.9% | +7.1% | -21.0% | -16.7% |
| 6M | -5.8% | +6.6% | -12.4% | -8.9% |
| YTD | +2.4% | -8.3% | +10.7% | +5.3% |
| 1Y | -7.5% | -11.6% | +4.0% | -3.3% |
| 3Y | +20.9% | +3.1% | +17.8% | +18.1% |
| 5Y | -58.0% | +2.5% | -60.5% | -59.4% |
| All | -13.0% | +118.0% | -131.0% | -22.3% |
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 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