+98.0%
ZETA vs OTIS
-12.5%
+110.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.6% |
| 7D | +18.1% | -1.3% | +19.4% | +18.1% |
| 30D | +13.6% | +12.8% | +0.8% | +13.4% |
| 3M | +23.7% | +7.4% | +16.4% | +24.7% |
| 6M | +128.5% | +7.7% | +120.8% | +130.7% |
| YTD | +80.1% | -9.3% | +89.4% | +87.1% |
| 1Y | +98.0% | -12.1% | +110.1% | +111.0% |
| All | +98.0% | -12.5% | +110.5% | +111.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling