+239.5%
ZETA vs OMC
+13.2%
+226.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | -3.7% | -4.4% | +0.6% | -0.9% |
| 30D | +5.7% | -7.6% | +13.3% | +11.3% |
| 3M | +50.4% | +4.5% | +45.9% | +45.1% |
| 6M | +65.5% | -0.3% | +65.7% | +64.9% |
| YTD | +48.3% | -0.1% | +48.4% | +46.2% |
| 1Y | +45.4% | +4.6% | +40.7% | +36.8% |
| 3Y | +270.8% | +10.5% | +260.3% | +231.5% |
| 5Y | +336.1% | +31.7% | +304.4% | +226.4% |
| All | +239.5% | +13.2% | +226.3% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling