+94.9%
ON vs ZETA
+318.9%
-224.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.6% | -1.9% | +4.2% |
| 7D | +3.3% | +18.8% | -15.4% | -0.2% |
| 30D | -3.1% | +12.6% | -15.8% | -5.4% |
| 3M | -9.2% | +29.5% | -38.7% | -14.1% |
| 6M | -31.4% | +128.6% | -159.9% | -43.6% |
| YTD | +36.0% | +85.5% | -49.5% | +15.0% |
| 1Y | +52.0% | +90.6% | -38.6% | +27.4% |
| 3Y | +9.3% | +358.0% | -348.7% | -35.9% |
| 5Y | +26.5% | +282.0% | -255.5% | -29.6% |
| All | +94.9% | +318.9% | -224.0% | +9.1% |
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