-23.9%
ZTS vs OTIS
+91.3%
-115.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -3.7% | -3.0% | -0.8% | -2.5% |
| 30D | -0.8% | -6.0% | +5.2% | +1.8% |
| 3M | -9.7% | -0.9% | -8.9% | -9.5% |
| 6M | -38.4% | -17.3% | -21.1% | -33.5% |
| YTD | -41.1% | -19.6% | -21.5% | -35.8% |
| 1Y | -50.6% | -21.0% | -29.6% | -45.9% |
| 3Y | -59.1% | -12.1% | -47.1% | -58.0% |
| 5Y | -62.7% | -17.1% | -45.6% | -61.7% |
| All | -23.9% | +91.3% | -115.2% | -38.2% |
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 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