-22.1%
ZM vs OTIS
+93.9%
-116.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -7.7% | -4.7% | -3.0% | -6.4% |
| 3M | -4.7% | +1.2% | -5.9% | -5.3% |
| 6M | +24.4% | -20.5% | +45.0% | +33.3% |
| YTD | +11.8% | -18.4% | +30.2% | +18.2% |
| 1Y | +13.4% | -18.1% | +31.4% | +19.5% |
| 3Y | +33.8% | -10.6% | +44.4% | +34.5% |
| 5Y | -67.2% | -16.1% | -51.1% | -68.1% |
| All | -22.1% | +93.9% | -116.0% | -22.6% |
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 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