-33.5%
BABA vs OTIS
+97.1%
-130.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.8% | -0.7% | -4.0% | -4.5% |
| 30D | -11.9% | -2.0% | -9.9% | -11.3% |
| 3M | -9.3% | +2.6% | -11.8% | -10.5% |
| 6M | -14.2% | -20.9% | +6.7% | -6.5% |
| YTD | -22.0% | -17.1% | -4.9% | -16.8% |
| 1Y | -12.7% | -15.9% | +3.2% | -7.4% |
| 3Y | +26.7% | -12.7% | +39.4% | +31.5% |
| 5Y | -29.3% | -15.7% | -13.6% | -28.9% |
| All | -33.5% | +97.1% | -130.6% | -39.9% |
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