+7.4%
ON vs ZETA
+280.5%
-273.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +8.4% |
| 7D | -1.4% | +6.2% | -7.7% | -2.2% |
| 30D | -10.9% | -2.0% | -8.8% | -10.5% |
| 3M | -14.9% | +21.7% | -36.6% | -17.4% |
| 6M | -33.0% | +89.1% | -122.2% | -40.5% |
| YTD | +27.6% | +59.3% | -31.7% | +15.6% |
| 1Y | +44.5% | +66.2% | -21.7% | +29.4% |
| 3Y | +7.4% | +297.3% | -289.9% | -28.2% |
| All | +7.4% | +280.5% | -273.1% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling