+69.1%
OTIS vs BIDU
+9.7%
+59.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | -3.0% | -8.1% | +5.1% | -2.2% |
| 30D | -6.0% | -12.8% | +6.8% | -4.9% |
| 3M | -0.9% | -21.3% | +20.4% | +1.1% |
| 6M | -17.3% | -27.0% | +9.6% | -15.4% |
| YTD | -19.6% | -30.0% | +10.5% | -17.6% |
| 1Y | -21.0% | -18.3% | -2.8% | -20.9% |
| 3Y | -12.1% | -33.8% | +21.8% | -11.5% |
| 5Y | -17.1% | -44.3% | +27.2% | -17.8% |
| All | +69.1% | +9.7% | +59.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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