+105.5%
NOK vs ZETA
+350.7%
-245.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +9.3% | -0.1% | +9.4% | +9.3% |
| 30D | +17.9% | +10.5% | +7.4% | +16.5% |
| 3M | -22.3% | +44.3% | -66.6% | -25.5% |
| 6M | +36.4% | +59.4% | -23.1% | +29.1% |
| YTD | +66.3% | +49.5% | +16.8% | +57.6% |
| 1Y | +134.4% | +62.7% | +71.7% | +118.8% |
| 3Y | +186.6% | +274.6% | -88.0% | +121.9% |
| All | +105.5% | +350.7% | -245.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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