-74.3%
GRAB vs OTIS
+12.4%
-86.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.5% |
| 7D | -10.8% | -3.0% | -7.9% | -9.5% |
| 30D | -15.5% | -6.0% | -9.5% | -13.0% |
| 3M | -9.0% | -0.9% | -8.1% | -8.7% |
| 6M | -21.6% | -17.3% | -4.3% | -14.4% |
| YTD | -38.9% | -19.6% | -19.3% | -32.5% |
| 1Y | -44.8% | -21.0% | -23.8% | -38.7% |
| 3Y | -18.4% | -12.1% | -6.4% | -17.1% |
| 5Y | -71.6% | -17.1% | -54.5% | -73.0% |
| All | -74.3% | +12.4% | -86.7% | -78.3% |
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 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