-39.6%
ZS vs OTIS
-19.0%
-20.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.3% |
| 7D | -8.1% | -5.0% | -3.0% | -5.0% |
| 30D | -8.4% | -6.5% | -2.0% | -4.6% |
| 3M | +31.1% | -2.0% | +33.0% | +31.6% |
| 6M | +4.4% | -20.2% | +24.6% | +19.8% |
| YTD | -27.3% | -21.0% | -6.3% | -16.6% |
| 1Y | -41.4% | -20.9% | -20.5% | -33.1% |
| 3Y | +1.7% | -13.3% | +15.0% | -1.5% |
| 5Y | -39.6% | -18.5% | -21.1% | -42.6% |
| All | -39.6% | -19.0% | -20.6% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling