+96.9%
ON vs ZETA
+247.9%
-151.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.8% |
| 7D | +2.4% | +2.7% | -0.2% | +1.8% |
| 30D | -3.3% | +15.8% | -19.1% | -6.4% |
| 3M | -43.6% | +35.4% | -79.0% | -47.7% |
| 6M | +19.0% | +67.1% | -48.2% | +3.8% |
| YTD | +37.4% | +54.1% | -16.7% | +20.8% |
| 1Y | +54.8% | +67.8% | -13.1% | +32.4% |
| 3Y | -25.2% | +311.4% | -336.6% | -55.3% |
| 5Y | +62.7% | +324.8% | -262.1% | -8.1% |
| All | +96.9% | +247.9% | -151.0% | +14.6% |
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