+90.3%
ZETA vs COO
-7.7%
+98.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +0.9% |
| 7D | -5.0% | +8.4% | -13.4% | -7.2% |
| 30D | -3.3% | +13.5% | -16.8% | -7.0% |
| 3M | +31.0% | -13.8% | +44.7% | +40.2% |
| 6M | +72.2% | +4.7% | +67.4% | +64.8% |
| YTD | +56.2% | -21.4% | +77.6% | +91.5% |
| 1Y | +90.3% | -6.7% | +97.0% | +96.2% |
| All | +90.3% | -7.7% | +98.0% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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