+212.6%
ZS vs OTIS
+93.9%
+118.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.9% |
| 7D | -9.2% | -0.8% | -8.4% | -8.9% |
| 30D | -4.0% | -4.7% | +0.7% | -2.2% |
| 3M | +25.3% | +1.2% | +24.1% | +24.1% |
| 6M | -1.3% | -20.5% | +19.2% | +8.4% |
| YTD | -28.0% | -18.4% | -9.6% | -22.2% |
| 1Y | -42.5% | -18.1% | -24.4% | -38.1% |
| 3Y | +0.7% | -10.6% | +11.3% | +2.0% |
| 5Y | -42.3% | -16.1% | -26.2% | -43.0% |
| All | +212.6% | +93.9% | +118.7% | +216.5% |
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