+396.6%
JPM vs OTIS
+91.3%
+305.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -0.7% | -3.0% | +2.3% | +0.6% |
| 30D | -2.5% | -6.0% | +3.6% | +0.1% |
| 3M | +14.1% | -0.9% | +15.0% | +14.1% |
| 6M | +25.1% | -17.3% | +42.4% | +35.2% |
| YTD | +12.1% | -19.6% | +31.7% | +22.3% |
| 1Y | +18.8% | -21.0% | +39.8% | +30.4% |
| 3Y | +163.4% | -12.1% | +175.5% | +166.7% |
| 5Y | +156.5% | -17.1% | +173.6% | +162.2% |
| All | +396.6% | +91.3% | +305.3% | +261.4% |
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