+246.3%
ZETA vs COO
-27.5%
+273.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.0% |
| 30D | +15.6% | -8.8% | +24.4% | +22.1% |
| 3M | +41.5% | +1.3% | +40.2% | +39.4% |
| 6M | +63.4% | -11.6% | +75.0% | +74.7% |
| YTD | +51.3% | -17.4% | +68.7% | +69.2% |
| 1Y | +65.8% | -1.6% | +67.4% | +65.5% |
| 3Y | +279.2% | -22.6% | +301.8% | +320.7% |
| 5Y | +341.8% | -40.3% | +382.1% | +479.9% |
| All | +246.3% | -27.5% | +273.8% | +382.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling