+69.1%
OTIS vs ZCMD
-100.0%
+169.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.1% | +8.8% | +1.8% |
| 7D | -3.0% | -5.4% | +2.5% | -3.0% |
| 30D | -6.0% | -24.8% | +18.8% | -6.0% |
| 3M | -0.9% | -62.8% | +61.9% | -1.1% |
| 6M | -17.3% | -99.5% | +82.2% | -15.2% |
| YTD | -19.6% | -99.8% | +80.2% | -17.1% |
| 1Y | -21.0% | -99.9% | +78.9% | -18.0% |
| 3Y | -12.1% | -100.0% | +87.9% | -7.1% |
| 5Y | -17.1% | -100.0% | +82.9% | -12.1% |
| All | +69.1% | -100.0% | +169.1% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling