-13.6%
OTIS vs JBL
+181.3%
-194.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.9% |
| 7D | -5.0% | -1.0% | -4.0% | -5.0% |
| 30D | -6.5% | -15.1% | +8.6% | -5.6% |
| 3M | -2.0% | -14.0% | +12.1% | -1.3% |
| 6M | -20.2% | +20.6% | -40.8% | -22.0% |
| YTD | -21.0% | +32.9% | -53.9% | -23.5% |
| 1Y | -20.9% | +40.5% | -61.4% | -24.0% |
| All | -13.6% | +181.3% | -194.9% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling