+264.7%
ZETA vs COO
-31.5%
+296.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +3.1% |
| 7D | +6.2% | +4.3% | +1.9% | +3.7% |
| 30D | -2.0% | +17.6% | -19.6% | -10.8% |
| 3M | +21.7% | -13.9% | +35.6% | +30.9% |
| 6M | +89.1% | +6.6% | +82.6% | +76.0% |
| YTD | +59.3% | -22.0% | +81.3% | +81.4% |
| 1Y | +66.2% | -8.8% | +75.0% | +71.4% |
| 3Y | +297.3% | -21.5% | +318.8% | +324.2% |
| 5Y | +227.5% | -41.0% | +268.5% | +330.1% |
| All | +264.7% | -31.5% | +296.2% | +417.5% |
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