+14.1%
O vs ZETA
+259.8%
-245.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.7% |
| 7D | +3.3% | +6.2% | -2.9% | +3.2% |
| 30D | +10.3% | -2.0% | +12.4% | +10.4% |
| 3M | -3.5% | +21.7% | -25.2% | -4.0% |
| 6M | -1.3% | +89.1% | -90.4% | -3.2% |
| YTD | +10.3% | +59.3% | -49.0% | +8.5% |
| 1Y | +10.4% | +66.2% | -55.8% | +8.3% |
| 3Y | +40.0% | +297.3% | -257.3% | +28.8% |
| 5Y | +12.4% | +227.5% | -215.1% | +2.1% |
| All | +14.1% | +259.8% | -245.7% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling