+69.1%
OTIS vs JBL
+1,665.8%
-1,596.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.3% | +0.8% |
| 7D | -3.0% | +2.4% | -5.4% | -3.4% |
| 30D | -6.0% | -13.1% | +7.1% | -3.6% |
| 3M | -0.9% | -15.6% | +14.7% | +1.7% |
| 6M | -17.3% | +24.6% | -41.9% | -22.6% |
| YTD | -19.6% | +39.6% | -59.2% | -27.0% |
| 1Y | -21.0% | +48.6% | -69.6% | -29.8% |
| 3Y | -12.1% | +197.3% | -209.3% | -38.9% |
| 5Y | -17.1% | +413.0% | -430.1% | -53.2% |
| All | +69.1% | +1,665.8% | -1,596.7% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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