-31.6%
ZS vs OTIS
-9.8%
-21.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | +0.1% |
| 7D | -12.3% | +9.5% | -21.8% | -11.6% |
| 30D | +11.2% | +21.1% | -9.9% | +12.7% |
| 3M | +37.5% | +9.0% | +28.5% | +37.5% |
| 6M | +57.8% | +6.4% | +51.4% | +57.5% |
| YTD | -0.2% | -7.1% | +6.9% | -1.2% |
| 1Y | -31.6% | -10.1% | -21.5% | -33.2% |
| All | -31.6% | -9.8% | -21.9% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling