+239.5%
ZETA vs OTIS
-7.1%
+246.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.4% |
| 7D | -3.7% | -3.0% | -0.8% | -1.8% |
| 30D | +5.7% | -6.0% | +11.7% | +10.0% |
| 3M | +50.4% | -0.9% | +51.3% | +49.9% |
| 6M | +65.5% | -17.3% | +82.8% | +86.8% |
| YTD | +48.3% | -19.6% | +67.9% | +69.5% |
| 1Y | +45.4% | -21.0% | +66.4% | +68.3% |
| 3Y | +270.8% | -12.1% | +282.8% | +268.6% |
| 5Y | +336.1% | -17.1% | +353.2% | +290.6% |
| All | +239.5% | -7.1% | +246.6% | +202.4% |
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