-38.1%
BABA vs OTIS
+118.0%
-156.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | -5.4% | +19.4% | -24.8% | -11.6% |
| 3M | -17.9% | +7.1% | -25.0% | -20.3% |
| 6M | -24.1% | +6.6% | -30.6% | -26.3% |
| YTD | -27.4% | -8.3% | -19.1% | -25.6% |
| 1Y | -36.1% | -11.6% | -24.5% | -33.5% |
| 3Y | +35.4% | +3.1% | +32.2% | +31.5% |
| 5Y | -30.1% | +2.5% | -32.6% | -33.2% |
| All | -38.1% | +118.0% | -156.1% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling