+162.3%
JPM vs OTIS
-12.0%
+174.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -0.4% | -2.2% | +1.7% | +0.2% |
| 30D | -1.4% | -4.3% | +2.9% | -0.3% |
| 3M | +13.9% | -2.2% | +16.1% | +14.4% |
| 6M | +23.5% | -19.9% | +43.4% | +30.6% |
| YTD | +11.6% | -19.3% | +31.0% | +17.6% |
| 1Y | +21.4% | -19.6% | +40.9% | +27.8% |
| All | +162.3% | -12.0% | +174.3% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling