-16.5%
OTIS vs ZBRA
-40.4%
+23.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.4% |
| 7D | -3.0% | -3.4% | +0.4% | -2.3% |
| 30D | -6.0% | -7.4% | +1.4% | -4.6% |
| 3M | -0.9% | +57.5% | -58.4% | -10.9% |
| 6M | -17.3% | +64.0% | -81.3% | -26.8% |
| YTD | -19.6% | +44.3% | -63.9% | -27.0% |
| 1Y | -21.0% | +10.9% | -31.9% | -24.3% |
| 3Y | -12.1% | +37.5% | -49.6% | -23.7% |
| All | -16.5% | -40.4% | +23.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling