-41.9%
GRAB vs OTIS
-9.8%
-32.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.9% | +3.8% | +6.2% |
| 7D | +22.2% | +9.5% | +12.7% | +18.2% |
| 30D | +6.0% | +21.1% | -15.1% | -1.2% |
| 3M | -9.7% | +9.0% | -18.7% | -12.8% |
| 6M | -7.2% | +6.4% | -13.6% | -9.6% |
| YTD | -32.7% | -7.1% | -25.5% | -30.6% |
| 1Y | -41.9% | -10.1% | -31.8% | -41.9% |
| All | -41.9% | -9.8% | -32.1% | -41.9% |
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 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