-13.6%
OTIS vs ZCMD
-100.0%
+86.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -5.0% | -2.0% | -3.0% | -5.0% |
| 30D | -6.5% | -19.8% | +13.3% | -6.5% |
| 3M | -2.0% | -62.1% | +60.1% | -2.0% |
| 6M | -20.2% | -99.5% | +79.3% | -18.8% |
| YTD | -21.0% | -99.7% | +78.8% | -19.4% |
| 1Y | -20.9% | -99.9% | +79.0% | -19.0% |
| All | -13.6% | -100.0% | +86.4% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling