+246.3%
ZETA vs OTIS
-5.8%
+252.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -0.7% |
| 7D | -2.4% | -0.8% | -1.7% | -1.9% |
| 30D | +15.6% | -4.7% | +20.3% | +19.1% |
| 3M | +41.5% | +1.2% | +40.3% | +39.1% |
| 6M | +63.4% | -20.5% | +83.9% | +90.1% |
| YTD | +51.3% | -18.4% | +69.7% | +71.4% |
| 1Y | +65.8% | -18.1% | +83.9% | +87.2% |
| 3Y | +279.2% | -10.6% | +289.7% | +272.6% |
| 5Y | +341.8% | -16.1% | +357.8% | +291.9% |
| All | +246.3% | -5.8% | +252.2% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling