+252.6%
ZETA vs NOC
+49.6%
+203.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.9% |
| 7D | +2.7% | -5.2% | +7.8% | +3.1% |
| 30D | +15.8% | -7.2% | +23.0% | +16.4% |
| 3M | +35.4% | -5.1% | +40.5% | +35.8% |
| 6M | +67.1% | -31.1% | +98.2% | +71.2% |
| YTD | +54.1% | -8.6% | +62.6% | +54.3% |
| 1Y | +67.8% | -9.7% | +77.6% | +68.4% |
| 3Y | +311.4% | +24.3% | +287.1% | +306.2% |
| 5Y | +324.8% | +52.6% | +272.2% | +302.7% |
| All | +252.6% | +49.6% | +203.1% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling