+312.3%
ZETA vs OMC
+27.4%
+284.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.5% |
| 7D | +18.1% | +1.9% | +16.2% | +16.8% |
| 30D | +13.6% | +12.2% | +1.4% | +5.0% |
| 3M | +23.7% | +0.6% | +23.1% | +22.7% |
| 6M | +128.5% | +21.0% | +107.5% | +99.3% |
| YTD | +80.1% | +12.4% | +67.7% | +63.6% |
| 1Y | +98.0% | +25.4% | +72.6% | +65.5% |
| 3Y | +348.6% | +29.2% | +319.4% | +259.8% |
| 5Y | +286.6% | +52.6% | +234.0% | +160.4% |
| All | +312.3% | +27.4% | +284.9% | +188.5% |
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