+18.4%
OTIS vs JAAA
+29.3%
-10.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -4.3% | +0.5% | -4.8% | -4.8% |
| 3M | -2.2% | +1.2% | -3.4% | -3.5% |
| 6M | -19.9% | +2.7% | -22.6% | -22.2% |
| YTD | -19.3% | +3.2% | -22.5% | -22.1% |
| 1Y | -19.6% | +4.8% | -24.4% | -23.7% |
| 3Y | -11.5% | +19.0% | -30.5% | -24.0% |
| 5Y | -16.8% | +26.8% | -43.6% | -33.2% |
| All | +18.4% | +29.3% | -10.9% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling