+1.5%
ABNB vs OTIS
-19.0%
+20.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | +0.2% |
| 7D | -9.5% | -5.0% | -4.5% | -6.3% |
| 30D | -9.4% | -6.5% | -2.9% | -5.2% |
| 3M | +29.9% | -2.0% | +31.8% | +31.3% |
| 6M | +26.6% | -20.2% | +46.8% | +46.4% |
| YTD | +23.5% | -21.0% | +44.5% | +43.0% |
| 1Y | +35.8% | -20.9% | +56.7% | +56.6% |
| 3Y | +15.0% | -13.3% | +28.3% | +13.3% |
| 5Y | +1.5% | -18.5% | +20.0% | -3.3% |
| All | +1.5% | -19.0% | +20.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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