-24.9%
BABA vs OTIS
-18.7%
-6.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -2.2% | -2.2% | 0.0% | -1.9% |
| 30D | -17.3% | -4.3% | -13.0% | -16.8% |
| 3M | -7.8% | -2.2% | -5.6% | -7.7% |
| 6M | -16.8% | -19.9% | +3.1% | -13.9% |
| YTD | -24.7% | -19.3% | -5.3% | -22.5% |
| 1Y | -24.9% | -19.6% | -5.4% | -23.3% |
| All | -24.9% | -18.7% | -6.2% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling