+348.6%
ZETA vs OTIS
0.0%
+348.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | +18.1% | -1.8% | +20.0% | +18.8% |
| 30D | +13.6% | +12.1% | +1.4% | +8.8% |
| 3M | +23.7% | +6.8% | +17.0% | +20.7% |
| 6M | +128.5% | +7.1% | +121.4% | +121.6% |
| YTD | +80.1% | -9.8% | +89.9% | +88.5% |
| 1Y | +98.0% | -12.6% | +110.6% | +110.6% |
| 3Y | +348.6% | +0.1% | +348.5% | +289.6% |
| All | +348.6% | 0.0% | +348.6% | +289.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling