+90.3%
ZETA vs NOC
-7.1%
+97.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +2.4% |
| 7D | -5.0% | -5.0% | 0.0% | -5.2% |
| 30D | -3.3% | +10.3% | -13.7% | -3.1% |
| 3M | +31.0% | -4.3% | +35.3% | +31.8% |
| 6M | +72.2% | -6.5% | +78.7% | +72.4% |
| YTD | +56.2% | -6.7% | +62.9% | +59.6% |
| 1Y | +90.3% | -7.5% | +97.8% | +93.7% |
| All | +90.3% | -7.1% | +97.4% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling