-27.4%
ON vs ZETA
+281.1%
-308.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.7% | -4.2% |
| 7D | -2.2% | -2.4% | +0.3% | -1.8% |
| 30D | -12.4% | +15.6% | -28.0% | -14.6% |
| 3M | -41.2% | +41.5% | -82.7% | -44.9% |
| 6M | +25.0% | +63.4% | -38.4% | +12.7% |
| YTD | +31.3% | +51.3% | -20.0% | +19.1% |
| 1Y | +45.4% | +65.8% | -20.4% | +28.7% |
| 3Y | -27.4% | +279.2% | -306.6% | -56.9% |
| All | -27.4% | +281.1% | -308.5% | -56.9% |
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 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