+69.6%
OTIS vs JBL
+1,628.5%
-1,558.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.2% | +4.0% | -6.2% | -2.9% |
| 30D | -4.3% | -7.5% | +3.2% | -3.1% |
| 3M | -2.2% | -14.1% | +11.9% | -0.1% |
| 6M | -19.9% | +25.9% | -45.8% | -25.2% |
| YTD | -19.3% | +36.7% | -56.0% | -26.5% |
| 1Y | -19.6% | +49.0% | -68.6% | -28.7% |
| 3Y | -11.5% | +191.8% | -203.3% | -38.3% |
| 5Y | -16.8% | +409.8% | -426.6% | -53.1% |
| All | +69.6% | +1,628.5% | -1,558.9% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling