-10.1%
OTIS vs Z
-54.2%
+44.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.4% | -5.6% | +2.8% |
| 7D | +9.5% | +10.2% | -0.7% | +8.3% |
| 30D | +21.1% | +23.7% | -2.6% | +18.8% |
| 3M | +9.0% | -6.6% | +15.6% | +8.8% |
| 6M | +6.4% | -23.0% | +29.4% | +7.1% |
| YTD | -7.1% | -50.3% | +43.2% | -4.8% |
| 1Y | -10.1% | -53.6% | +43.4% | -7.7% |
| All | -10.1% | -54.2% | +44.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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