-35.7%
BABA vs OTIS
+118.6%
-154.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | +11.6% | +4.2% | +7.4% | +10.0% |
| 30D | +2.3% | +20.1% | -17.8% | -4.7% |
| 3M | -13.7% | +7.6% | -21.3% | -16.3% |
| 6M | -21.9% | +4.2% | -26.1% | -23.5% |
| YTD | -24.6% | -8.1% | -16.6% | -22.8% |
| 1Y | -34.1% | -11.5% | -22.6% | -31.5% |
| 3Y | +36.3% | +3.8% | +32.5% | +32.1% |
| 5Y | -26.7% | +5.0% | -31.7% | -30.3% |
| All | -35.7% | +118.6% | -154.3% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling