+90.3%
ZETA vs OMC
+24.5%
+65.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +0.3% |
| 7D | -5.0% | +12.5% | -17.5% | -10.1% |
| 30D | -3.3% | +16.3% | -19.6% | -10.1% |
| 3M | +31.0% | +8.1% | +22.9% | +26.4% |
| 6M | +72.2% | +17.2% | +55.0% | +59.0% |
| YTD | +56.2% | +11.8% | +44.4% | +46.1% |
| 1Y | +90.3% | +23.9% | +66.4% | +73.0% |
| All | +90.3% | +24.5% | +65.8% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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