-16.5%
OTIS vs JBL
+409.3%
-425.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.3% | +1.0% |
| 7D | -3.0% | +2.4% | -5.4% | -3.3% |
| 30D | -6.0% | -13.1% | +7.1% | -4.1% |
| 3M | -0.9% | -15.6% | +14.7% | +1.3% |
| 6M | -17.3% | +24.6% | -41.9% | -21.8% |
| YTD | -19.6% | +39.6% | -59.2% | -26.0% |
| 1Y | -21.0% | +48.6% | -69.6% | -28.6% |
| 3Y | -12.1% | +197.3% | -209.3% | -37.6% |
| All | -16.5% | +409.3% | -425.9% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling