+252.6%
ZETA vs COO
-25.4%
+278.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.2% |
| 7D | +2.7% | -2.2% | +4.9% | +4.1% |
| 30D | +15.8% | -7.0% | +22.8% | +21.0% |
| 3M | +35.4% | +12.2% | +23.2% | +24.6% |
| 6M | +67.1% | -15.1% | +82.2% | +83.3% |
| YTD | +54.1% | -15.1% | +69.1% | +69.5% |
| 1Y | +67.8% | +2.3% | +65.5% | +63.6% |
| 3Y | +311.4% | -23.7% | +335.1% | +363.2% |
| 5Y | +324.8% | -38.9% | +363.7% | +449.6% |
| All | +252.6% | -25.4% | +278.1% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling