+71.4%
OTIS vs BIDU
+11.1%
+60.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.3% | -1.0% |
| 7D | -0.8% | -2.4% | +1.7% | -0.6% |
| 30D | -4.7% | -15.6% | +10.9% | -3.3% |
| 3M | +1.2% | -22.3% | +23.5% | +3.4% |
| 6M | -20.5% | -22.3% | +1.7% | -19.2% |
| YTD | -18.4% | -29.2% | +10.7% | -16.6% |
| 1Y | -18.1% | -14.8% | -3.3% | -18.3% |
| 3Y | -10.6% | -31.8% | +21.2% | -10.2% |
| 5Y | -16.1% | -43.1% | +27.0% | -17.0% |
| All | +71.4% | +11.1% | +60.4% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling