+18.8%
JPM vs OTIS
-19.7%
+38.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -0.7% | -3.0% | +2.3% | -0.1% |
| 30D | -2.5% | -6.0% | +3.6% | -1.2% |
| 3M | +14.1% | -0.9% | +15.0% | +14.0% |
| 6M | +25.1% | -17.3% | +42.4% | +28.7% |
| YTD | +12.1% | -19.6% | +31.7% | +15.9% |
| 1Y | +18.8% | -21.0% | +39.8% | +24.2% |
| All | +18.8% | -19.7% | +38.6% | +24.2% |
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