+324.5%
ZETA vs COO
-32.6%
+357.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +8.2% |
| 7D | +18.8% | -2.3% | +21.1% | +20.2% |
| 30D | +12.6% | +13.3% | -0.7% | +4.7% |
| 3M | +29.5% | -18.1% | +47.5% | +43.3% |
| 6M | +128.6% | +6.7% | +121.9% | +111.9% |
| YTD | +85.5% | -23.2% | +108.7% | +112.9% |
| 1Y | +90.6% | -12.3% | +102.9% | +101.0% |
| 3Y | +358.0% | -23.6% | +381.6% | +397.2% |
| 5Y | +282.0% | -38.7% | +320.7% | +389.2% |
| All | +324.5% | -32.6% | +357.1% | +507.3% |
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