+281.7%
ZETA vs COO
-25.3%
+307.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +6.0% |
| 7D | -0.4% | +4.7% | -5.2% | -2.3% |
| 30D | -8.0% | +13.9% | -21.9% | -12.9% |
| 3M | +21.4% | -14.9% | +36.3% | +29.3% |
| 6M | +80.1% | +2.0% | +78.1% | +74.3% |
| YTD | +52.5% | -23.9% | +76.4% | +71.7% |
| 1Y | +58.5% | -9.6% | +68.1% | +64.5% |
| 3Y | +281.7% | -25.4% | +307.1% | +310.9% |
| All | +281.7% | -25.3% | +307.0% | +310.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling