+84.3%
ON vs ZETA
+289.2%
-204.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.2% | -7.5% | -1.0% |
| 7D | -4.1% | +13.2% | -17.4% | -6.5% |
| 30D | -10.2% | +6.0% | -16.2% | -11.2% |
| 3M | -12.7% | +27.3% | -40.1% | -17.2% |
| 6M | -32.5% | +104.6% | -137.2% | -43.3% |
| YTD | +28.6% | +72.3% | -43.8% | +10.4% |
| 1Y | +43.4% | +76.3% | -32.9% | +22.1% |
| 3Y | +3.3% | +325.6% | -322.3% | -38.4% |
| 5Y | +22.5% | +254.2% | -231.7% | -30.7% |
| All | +84.3% | +289.2% | -204.9% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling