-16.8%
OTIS vs Z
-65.8%
+49.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.2% | -7.1% | +4.9% | -1.3% |
| 30D | -4.3% | -4.8% | +0.4% | -3.9% |
| 3M | -2.2% | -9.3% | +7.2% | -1.3% |
| 6M | -19.9% | -29.0% | +9.1% | -16.9% |
| YTD | -19.3% | -52.9% | +33.6% | -12.1% |
| 1Y | -19.6% | -63.1% | +43.6% | -9.7% |
| 3Y | -11.5% | -36.9% | +25.3% | -10.2% |
| 5Y | -16.8% | -65.5% | +48.7% | -19.2% |
| All | -16.8% | -65.8% | +49.0% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling