+341.6%
ZETA vs OTIS
-19.0%
+360.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.9% |
| 7D | -6.5% | -5.0% | -1.5% | -3.1% |
| 30D | +4.8% | -6.5% | +11.3% | +9.6% |
| 3M | +53.3% | -2.0% | +55.3% | +53.9% |
| 6M | +66.8% | -20.2% | +87.0% | +94.0% |
| YTD | +50.2% | -21.0% | +71.1% | +74.5% |
| 1Y | +62.0% | -20.9% | +82.9% | +88.1% |
| 3Y | +276.4% | -13.3% | +289.7% | +275.2% |
| 5Y | +341.6% | -18.5% | +360.1% | +381.1% |
| All | +341.6% | -19.0% | +360.6% | +381.1% |
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