-44.6%
BABA vs OTIS
+115.8%
-160.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -13.8% | -1.3% | -12.5% | -13.3% |
| 30D | -15.1% | +12.8% | -27.9% | -19.0% |
| 3M | -22.7% | +7.4% | -30.1% | -25.0% |
| 6M | -34.7% | +7.7% | -42.4% | -36.8% |
| YTD | -35.0% | -9.3% | -25.8% | -33.1% |
| 1Y | -40.4% | -12.1% | -28.3% | -37.9% |
| 3Y | +21.9% | +0.6% | +21.3% | +19.6% |
| 5Y | -39.9% | -1.1% | -38.8% | -42.1% |
| All | -44.6% | +115.8% | -160.3% | -51.7% |
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