+74.2%
OTIS vs Z
+37.5%
+36.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -0.7% | -3.0% | +2.3% | -0.4% |
| 30D | -2.0% | -4.2% | +2.2% | -1.7% |
| 3M | +2.6% | -3.7% | +6.3% | +2.7% |
| 6M | -20.9% | -24.5% | +3.6% | -19.0% |
| YTD | -17.1% | -49.3% | +32.2% | -11.6% |
| 1Y | -15.9% | -58.7% | +42.8% | -8.6% |
| 3Y | -12.7% | -34.1% | +21.4% | -11.7% |
| 5Y | -15.7% | -64.5% | +48.8% | -14.8% |
| All | +74.2% | +37.5% | +36.7% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling