-35.7%
BABA vs OTIS
+91.8%
-127.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | -2.2% | -2.2% | 0.0% | -1.3% |
| 30D | -17.3% | -4.3% | -13.0% | -15.9% |
| 3M | -7.8% | -2.2% | -5.6% | -7.3% |
| 6M | -16.8% | -19.9% | +3.1% | -9.7% |
| YTD | -24.7% | -19.3% | -5.3% | -18.7% |
| 1Y | -24.9% | -19.6% | -5.4% | -19.0% |
| 3Y | +29.1% | -11.5% | +40.6% | +33.3% |
| 5Y | -30.5% | -16.8% | -13.7% | -29.5% |
| All | -35.7% | +91.8% | -127.6% | -41.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling