+18.1%
OTIS vs JAAA
+29.4%
-11.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -6.0% | +0.5% | -6.5% | -6.6% |
| 3M | -0.9% | +1.3% | -2.1% | -2.3% |
| 6M | -17.3% | +2.8% | -20.1% | -19.8% |
| YTD | -19.6% | +3.3% | -22.8% | -22.4% |
| 1Y | -21.0% | +4.9% | -26.0% | -25.1% |
| 3Y | -12.1% | +19.0% | -31.1% | -24.5% |
| 5Y | -17.1% | +26.9% | -44.0% | -33.5% |
| All | +18.1% | +29.4% | -11.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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