+47.6%
ON vs ZETA
+81.4%
-33.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -2.0% | -3.5% |
| 7D | +12.2% | +18.1% | -5.9% | +10.7% |
| 30D | -3.1% | +13.6% | -16.7% | -4.2% |
| 3M | -12.9% | +23.7% | -36.6% | -14.0% |
| 6M | -38.6% | +128.5% | -167.1% | -41.9% |
| YTD | +31.2% | +80.1% | -48.9% | +28.4% |
| 1Y | +47.6% | +98.0% | -50.4% | +39.3% |
| All | +47.6% | +81.4% | -33.8% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling