-50.6%
ZTS vs OTIS
-19.7%
-30.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.7% |
| 7D | -3.7% | -3.0% | -0.8% | -2.4% |
| 30D | -0.8% | -6.0% | +5.2% | +2.0% |
| 3M | -9.7% | -0.9% | -8.9% | -9.4% |
| 6M | -38.4% | -17.3% | -21.1% | -34.0% |
| YTD | -41.1% | -19.6% | -21.5% | -36.4% |
| 1Y | -50.6% | -21.0% | -29.6% | -47.5% |
| All | -50.6% | -19.7% | -30.9% | -47.5% |
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 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