-20.9%
OTIS vs Z
-64.6%
+43.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.9% |
| 7D | -5.0% | -11.6% | +6.6% | -4.3% |
| 30D | -6.5% | -8.5% | +2.0% | -6.0% |
| 3M | -2.0% | -7.9% | +5.9% | -1.6% |
| 6M | -20.2% | -29.1% | +8.9% | -18.9% |
| YTD | -21.0% | -54.2% | +33.2% | -18.0% |
| 1Y | -20.9% | -63.5% | +42.7% | -16.9% |
| All | -20.9% | -64.6% | +43.7% | -16.9% |
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