+294.9%
ZETA vs OTIS
-1.5%
+296.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -2.0% |
| 7D | +18.1% | -1.8% | +20.0% | +19.4% |
| 30D | +13.6% | +12.1% | +1.4% | +4.9% |
| 3M | +23.7% | +6.8% | +17.0% | +17.5% |
| 6M | +128.5% | +7.1% | +121.4% | +114.4% |
| YTD | +80.1% | -9.8% | +89.9% | +90.2% |
| 1Y | +98.0% | -12.6% | +110.6% | +114.2% |
| 3Y | +348.6% | +0.1% | +348.5% | +298.3% |
| All | +294.9% | -1.5% | +296.4% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling