-12.1%
OTIS vs ZBRA
+35.9%
-48.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.5% |
| 7D | -3.0% | -3.4% | +0.4% | -2.5% |
| 30D | -6.0% | -7.4% | +1.4% | -5.0% |
| 3M | -0.9% | +57.5% | -58.4% | -8.0% |
| 6M | -17.3% | +64.0% | -81.3% | -24.0% |
| YTD | -19.6% | +44.3% | -63.9% | -24.8% |
| 1Y | -21.0% | +10.9% | -31.9% | -23.4% |
| 3Y | -12.1% | +37.5% | -49.6% | -21.8% |
| All | -12.1% | +35.9% | -48.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling