+217.6%
ZS vs OTIS
+91.3%
+126.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | -0.1% |
| 7D | -3.1% | -3.0% | -0.1% | -1.9% |
| 30D | -7.2% | -6.0% | -1.2% | -4.9% |
| 3M | +30.5% | -0.9% | +31.3% | +30.4% |
| 6M | +7.0% | -17.3% | +24.3% | +15.3% |
| YTD | -26.8% | -19.6% | -7.3% | -20.5% |
| 1Y | -42.6% | -21.0% | -21.6% | -37.2% |
| 3Y | -0.3% | -12.1% | +11.8% | +1.7% |
| 5Y | -39.2% | -17.1% | -22.1% | -39.7% |
| All | +217.6% | +91.3% | +126.3% | +223.4% |
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