+298.1%
ZETA vs OMC
+52.3%
+245.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +18.8% | +1.6% | +17.2% | +17.6% |
| 30D | +12.6% | +15.3% | -2.7% | +2.2% |
| 3M | +29.5% | +4.5% | +25.0% | +25.3% |
| 6M | +128.6% | +20.8% | +107.8% | +99.3% |
| YTD | +85.5% | +13.5% | +71.9% | +67.2% |
| 1Y | +90.6% | +25.2% | +65.4% | +59.3% |
| 3Y | +358.0% | +30.5% | +327.6% | +262.2% |
| All | +298.1% | +52.3% | +245.8% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling