+361.9%
ZETA vs OMC
+31.0%
+330.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +18.8% | +1.6% | +17.2% | +17.7% |
| 30D | +12.6% | +15.3% | -2.7% | +3.3% |
| 3M | +29.5% | +4.5% | +25.0% | +25.9% |
| 6M | +128.6% | +20.8% | +107.8% | +102.4% |
| YTD | +85.5% | +13.5% | +71.9% | +70.2% |
| 1Y | +90.6% | +25.2% | +65.4% | +63.2% |
| All | +361.9% | +31.0% | +330.9% | +289.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling