+69.6%
OTIS vs ZBRA
+89.6%
-20.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -4.3% | -8.8% | +4.5% | -2.4% |
| 3M | -2.2% | +47.2% | -49.4% | -11.9% |
| 6M | -19.9% | +61.3% | -81.2% | -29.8% |
| YTD | -19.3% | +42.0% | -61.3% | -27.4% |
| 1Y | -19.6% | +10.5% | -30.0% | -23.3% |
| 3Y | -11.5% | +34.5% | -46.0% | -23.8% |
| 5Y | -16.8% | -40.3% | +23.5% | -9.3% |
| All | +69.6% | +89.6% | -20.0% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling