+392.8%
JPM vs OTIS
+93.9%
+298.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -1.1% | -4.7% | +3.6% | +0.9% |
| 3M | +14.1% | +1.2% | +12.9% | +13.1% |
| 6M | +23.3% | -20.5% | +43.8% | +35.6% |
| YTD | +11.3% | -18.4% | +29.7% | +20.7% |
| 1Y | +23.0% | -18.1% | +41.1% | +32.9% |
| 3Y | +162.6% | -10.6% | +173.1% | +163.9% |
| 5Y | +152.8% | -16.1% | +168.8% | +157.0% |
| All | +392.8% | +93.9% | +298.9% | +256.6% |
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