+312.3%
ZETA vs OTIS
+4.8%
+307.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | +18.1% | -1.3% | +19.4% | +18.9% |
| 30D | +13.6% | +12.8% | +0.8% | +4.8% |
| 3M | +23.7% | +7.4% | +16.4% | +17.3% |
| 6M | +128.5% | +7.7% | +120.8% | +114.1% |
| YTD | +80.1% | -9.3% | +89.4% | +89.1% |
| 1Y | +98.0% | -12.1% | +110.1% | +112.7% |
| 3Y | +348.6% | +0.6% | +348.0% | +304.1% |
| 5Y | +286.6% | -1.1% | +287.7% | +228.3% |
| All | +312.3% | +4.8% | +307.5% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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