+301.6%
ZETA vs NOC
+65.2%
+236.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +26.5% | +4.5% | +21.9% | +26.2% |
| 30D | +10.3% | +14.1% | -3.8% | +9.5% |
| 3M | +30.5% | -4.5% | +35.0% | +31.1% |
| 6M | +129.4% | -0.8% | +130.1% | +129.4% |
| YTD | +83.1% | -2.5% | +85.7% | +82.8% |
| 1Y | +82.1% | -0.1% | +82.2% | +81.4% |
| 3Y | +352.3% | +24.6% | +327.7% | +347.3% |
| All | +301.6% | +65.2% | +236.4% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling