+88.8%
OTIS vs Z
+14.5%
+74.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -3.0% | -4.9% | +2.0% | -2.4% |
| 30D | +14.0% | +3.0% | +11.0% | +13.5% |
| 3M | +4.9% | -13.4% | +18.3% | +6.2% |
| 6M | +5.4% | -27.3% | +32.7% | +8.3% |
| YTD | -10.2% | -57.8% | +47.6% | -2.6% |
| 1Y | -13.4% | -60.0% | +46.6% | -5.6% |
| 3Y | -0.7% | -21.5% | +20.8% | -1.5% |
| 5Y | -2.1% | -55.0% | +52.9% | -1.4% |
| All | +88.8% | +14.5% | +74.2% | +78.5% |
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