-22.8%
ZM vs OTIS
+91.3%
-114.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -5.7% | -3.0% | -2.7% | -4.8% |
| 30D | -9.1% | -6.0% | -3.1% | -7.4% |
| 3M | +3.5% | -0.9% | +4.4% | +3.5% |
| 6M | +25.7% | -17.3% | +43.0% | +32.8% |
| YTD | +10.8% | -19.6% | +30.3% | +17.6% |
| 1Y | +12.8% | -21.0% | +33.8% | +20.4% |
| 3Y | +33.1% | -12.1% | +45.2% | +34.5% |
| 5Y | -68.3% | -17.1% | -51.2% | -69.1% |
| All | -22.8% | +91.3% | -114.1% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling